I downloaded the MegaServo library in arduino-1.0.1\libraries\MegaServo if I add the library shows this errors.
The folder you put the code in is for core libraries. MegaServo is NOT a core library. Put it where it belongs, in the libraries folder of your sketch directory.
A link to where you downloaded from would be useful, too, for people that understand how to download and install libraries properly to reproduce the problem, if any.
I'd guess, though, that the library has not been upgraded for use on 1.0+.