This has been replaced by http://www.thingiverse.com/thing:9630. It has added versions, "*_040pins", with larger pin holes to allow for larger non-stackable pins. This version works perfectly with female stackable header pins but not with many regular male pins.
This replaces the prior version. Some of the pins on the Mega were incorrectly labeled. I also re-arranged some pins so that they made more sense.
These are modules for both EESchema and PCBNew in KiCad. They will allow you to make PCBs that have the appropriate header positions for a Arduino shield. I adapted files I found on the KiCad yahoo group (http://tech.groups.yahoo.com/group/kicad-users/files/Library/ArduinoShield.ZIP posted by axtz4) adding a version for the MEGA.
I have found many Eagle librarys but very few for KiCad, I hope this encourages others to use this great tool and share more KiCad files.
Add these files to your KiCad library & modules folders, add them to your project, and enjoy.