Hi, some more questions:
Did you run glest on the same machine?
Which version of glest worked fine for you? The one from the ubuntu repositories ? Or did you install it using any kind of installer?
How did you install megaglest? Did you use the installer?
In general:
Glest form the ubuntu repositories comes with a very low default screen resolution( 640x480? ).
MG starts up with 1024x768 by default. Go to the option ( best is ingame ) and switch down resolution to 640x480x16 or maybe 800x600x16 works too.
Then lower some of the other settings too ( shadows off! max light sources 1, maybe switch off 3d textures, but this will look worse )..
Then restart Megaglest ... Maybe it helps
In general your (and maybe all) integrated graphics cards are not very powerful, so don't expect too much.