The first thing I did was go to: http://www.seeedstudio.com/wiki/2.8%27%27_TFT_Touch_Shield_V1.0
In the first paragraph is a link to the Adafruit Touch Screen Library to download.
At the bottom is a link to the TFT Touch Shield libraries.zip to download.
I downloaded both libraries. I unzipped both and put the resulting files in my Arduino -> Resources -> libraries directory — so I now have a libraries -> TFT and a libraries -> TouchScreen directories.
The only other step that I needed to make to display graphics was open the TFT->TFT.h and change the #define SEEDUINO to #define MEGA on about line 33 of the file.
Once that was complete, I fired up my Arduino with the Touch Shield and everything worked.
One final note, I encountered someone who didn’t know how to place the TFT on their Arduino. The screen should overlap the USB connector on a Mega. it looks odd, but the TFT doesn’t cover up the reset button.
There are some cool and interesting Touch Screen examples included.