I didn't realize that the Arduino Mega 2560 doesn't use the FTDI chip like the previous Arduinos.
Check this out:
http://arduino.cc/en/Main/arduinoBoardMega2560
"The Mega2560 differs from all preceding boards in that it does not use the FTDI USB-to-serial driver chip. Instead, it features the ATmega16U2 (ATmega8U2 in the revision 1 and revision 2 boards) programmed as a USB-to-serial converter."
In the 'Automatic (Software) Reset' section of the document it talks about the implications of this setup, "If a sketch running on the board receives one-time configuration or other data when it first starts, make sure that the software with which it communicates waits a second after opening the connection and before sending this data."