For the sake of consistency, define a new environment that uses the MegaAlgorithm caption style. Not sure whether you will intermix regular Algorithms and MegaAlgorithms, which this solution is geared towards:

\documentclass{article}
\usepackage[ruled,vlined]{algorithm2e}
\newenvironment{megaalgorithm}[1][htb]
{\renewcommand{\algorithmcfname}{MegaAlgorithm}% Update algorithm name
\begin{algorithm}[#1]%
}{\end{algorithm}}
\begin{document}
\begin{megaalgorithm}
\DontPrintSemicolon
\KwData{$G=(X,U)$ such that $G^{tc}$ is an order.}
\KwResult{$G’=(X,V)$ with $V\subseteq U$ such that $G’^{tc}$ is an interval order.}
\caption{\textsc{Fast}SLAM}
\end{megaalgorithm}
\begin{algorithm}
\DontPrintSemicolon
\KwData{$G=(X,U)$ such that $G^{tc}$ is an order.}
\KwResult{$G’=(X,V)$ with $V\subseteq U$ such that $G’^{tc}$ is an interval order.}
\caption{\textsc{Fast}SLAM}
\end{algorithm}
\end{document}
The new megaalgorithm environment redefines \algorithmcfname - the macro used to print the caption type - just before calling the regular algorithm environment. Since the redefinition is within the scope of megaalgorithm, it is localized and reverts back to the default afterwards. This allows you to intermix the different kinds of algorithm types.
If you wish to have a separate counter for MegaAlgorithm and Algorithm, you can use the following definition of megaalgorithm in your preamble:
\makeatletter
\newcounter{megaalgorithm}
\newenvironment{megaalgorithm}[1][htb]
{\renewcommand{\algorithmcfname}{MegaAlgorithm}% Update algorithm name
\let\c@algocf\c@megaalgorithm% Update algorithm counter
\begin{algorithm}[#1]%
}{\end{algorithm}}
\makeatother
*.auxand other files. – m0nhawk Mar 26 '13 at 17:52rm *.ps *.log *.aux *.dviin my Makefile. So*.auxfiles should be overwriten. – Petr Přikryl Mar 26 '13 at 18:02\captionsetup[algorithm]{name=MegaAlgorithm}after\begin{algorithm}is too late since the options declared with\captionsetup[algorithm]{...}will be used at\begin{algorithm}. So try\captionsetup[algorithm]{name=MegaAlgorithm}within your preamble instead, or as an alternative try\captionsetup{name=MegaAlgorithm}after\begin{algorithm}. But since thecaptionpackage is not adapted to thealgorithm2epackage there is a big chance that this will actually not work. – Mar 27 '13 at 06:04