Will a shield built fo mega snap on mega 2560

Here is the shield http://www.dx.com/p/openjumper-mega-extension-board-w-mini-bread-for-arduino-red-works-with-official-arduino-boards-285977#.U1QD2_ldX_o

Sure.

It doens't connect to the ISCP connector, because it doesn't have the mating connector.
But the other ones all seem to be there.
It also has a field of 2 * 6 solder pads, like the ICSP.
I can't tell for sure but it is possible that this leads to the same pins as the ICSP connector.
But if you have no need for that connector, it'll be fine.