Sparkfun mp3 player shield sd card not working

Look, I'm a serious newby when it comes to any of this. I have some basic knowledge, but for the most part just assume I'm clueless.

I bought this shield for my arduino mega hoping that I can get it to play music. The only problem is for the life of me I can't get the sd card to work. I'm using the Sparkfun MP3 Player Shield Arduino Library by Bill Porter and every time I get this same error message in the serial monitor:

Can't access SD card. Do not reformat. No card, wrong chip select pin, or SPI problem? SD errorCode: 0X1,0X0

I have the sd formatted as Fat32 and the default allocation and it just won't work.

However, when I plug the same shield into my Uno I get the pop up menu listing all features as if it did load the card. When I go to play a song it then says that it can't load the card.

Using the QuickStart example function from the SdFat library it says that the card is unable to be read. Is this a problem with the card or the shield? Please explain anything to me in a way that a 4 year old could understand. Thanks a bunch. :) :)