Hi! I'm also looking to have mine rooted. I don't have much idea. I have used z4root in the past for my tablet. I can't seem to have it work for my mega. I was told by my friends that if I have my device rooted, I might lose the warranty.
This simplest way of rooting your Samsung Galaxy Mega Smartphone will be to root it via a windows application named Unlock Root. You would need to install Unlock Root in your computer and then connect your Samsung Galaxy Mega Smartphone to your computer by enabling USB Debugging in your phone, and finally clicking on the Root button to get your device rooted.
If you face any further problems related on rooting your Smartphone, please feel free to post them here.
You may download unlock root from www.unlockroot.com/download.html .