Have you done the math to figure out whether or not the servo generates enough torque to lift the arm plus a payload? Find out what the rated torque is for the servo and figure out whether you are asking too much of it.
As well, make sure the servo has a proper power supply. It should provide the maximum voltage at which the servo is made to run at, in order to deliver maximum torque. It needs to be of sufficient amperage capacity to deliver power to all the servos. The servos should have their own power source, independent of the Arduino.