Hi!
Its quite easy to break a servo. Sometimes the mechanic of these cheap chinese plastic geared servos are weaker, than the servo arm.
I use them in RC aircrafts.
There is a quite good chance that new the servo is faulty. Get a servo tester! Its 2$ on ebay.
Are you sure that you mounted the servo arm in a correct position (lets say in 0). Try it without the arm! Its the same?
You can check the PPM signal from the controller too, but its a little bit complicated.