DC Motor Pinning the Ada Fruit Moto Shield with the Mega2560 R3 I picked up an AdaFruit Motor Shield V2.3 .  The example on the site shows how to code the DC Motor connection

// Create the motor shield object with the default I2C address
Adafruit_MotorShield AFMS = Adafruit_MotorShield(); 
// Or, create it with a different I2C address (say for stacking)
// Adafruit_MotorShield AFMS = Adafruit_MotorShield(0x61); 

// Select which 'port' M1, M2, M3 or M4. In this case, M1
Adafruit_DCMotor *myMotor = AFMS.getMotor(1);
// You can also make another motor on port M2
//Adafruit_DCMotor *myOtherMotor = AFMS.getMotor(2)


What I'm unclear about is how to connect the shield to the mega board.  Which pin on the shield should connect to which pin on the board in order for Motor 1 to run at that speed?
Well because an Arduino Mega2560 is pretty much and UNO with a longer rear end, try seeing the UNO in the MEGA if that makes any sense. Then just put the shield in like a normal shield that you would put on a UNO. Most UNO shields are compatible with MEGAs. Then you just use your shield like if it was on an UNO.