Thanks for your quick reply!
With regards to the servo - I used to work for the UK Futaba distribution company so I will get one through them and try that out first. I dont have an oscilloscope so I can't check it that way.
Make sure you join the grounds between your separate power supplies.
What do you mean by seperate power supplys? I was using the 5v and ground from the Mega - is that not right - Do I need to power the servo separatley?
How do you know this?
I used my multimeter to check the connections from one side (header pins) to the other side (solder) - I felt that was a quick and easy test? Is it not?