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I just got my OBD II Logger Kit #2 [url=http://arduinodev.com/hardware/obd-kit-2/]http://arduinodev.com/hardware/obd-kit-2/[/url] 
I have programmed the Arduino Mega with the Megalogger sketch OK but when it run it displays "OBD X"
"dfrobot tick" and "GPS X"

The OBD II adapter just has the red led on.

I have tried it in several vehicles and always get the same result.

Do I need to program the OBD II adapter as well?

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Yes the OBD adapter is connected to the IC2 port.  I do not have a GPS so the OBD adapter is the only thing connected.

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I have tried it on a 2010 Pontiac G8  a 2008 Ford Transit and 2007 VW Transporter all vehicles give the same result.

Does the OBD only get a tick when the OBD Adapter is communicating with the vehicle OK?

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I have tried plugging the OBD adapter in with the ignition off,  key ON Accessory and when the engine is running in all vehicles and it is always the same result.