This is almost off-topic, hope you guys forgive me, but where did you find mega2004 in pgn format? I only found it in chessbase format.
I did not get Mega 2004 in pgn format. I got it in chessbase format and converted it. You can create a new pgn database in chessbase and drag the mega2004 chessbase database there. Chess Assistant is faster at converting Chessbase to Pgn!