After assembling the frame, mounting the brushless motors and connecting the ESCs, the Ardupilot 2.5 Mega (APM 2.5 Mega) has to be installed wired properly. Here are some pictures and drawings which show the correct connections (first pics come from DIY Drones, copyright by www.diydrones.com ):

And here are some pics from my ArduCopter. APM 2.5 connected to the Spektrum AR8000 receiver.