Make the contact secure soldering wires is a good idea.
Or route the grounds separately so they converge at one point on the arduino ground.
Now all the GNDs are converging at one pin next to the 5v, are you saying that i should wire them that the pmw Ground ends at the GND next to digital pins? 
Best is to use 2 ground pins on the Arduino. Use one to connect the ground side of your analog input devices (the pot, the temp sensor and the voltage divider). Use the other one to connect the ground side of your ourput devices (TIP121 and associated 12V supply), and power to the Arduino if it is not coming from USB.
Did you add that resistor in series with the TIP121 base?
Now i'm at school, when I get back home i will let you now!
Yes i added it! Excuse me ignorance, but why Arduino needs it?
but why Arduino needs it?
To limit the base current to a safe level.
My Arduino burned up... I am literally crying. After one year and an half of service. I tried to upload blink sketch and it works but after a while the atmega328 starts to heat... I'am so sad =(
olimex:
My Arduino burned up... I am literally crying. After one year and an half of service. I tried to upload blink sketch and it works but after a while the atmega328 starts to heat... I'am so sad =(
Well for about $5-6 you board can enjoy another year and half of service, that's pretty cheap entertainment.
Maybe you weren't storing your board away in a ESD bag or using a grounded wrist strap. 
Lefty
Have you disconnected everything from the Arduino except the USB, and checked that nothing is shorting the underside of the circuit board?
If yes and the atmega328p is still heating up, then probably all you need to do to get it working again is purchase a new atmega328p-pu with bootloader already installed.
I Will try! But the sketch Works! Maybe the Voltage regulator that doesn't pushes correct Voltage to to atmega?