Arduino and RoboArm Gripper

Bought the gripper here http://www.e-gizmo.com/KIT/gripper.html
It has 4 servos

I can only run it by running servo1 then servo2 and so on..
and running it all at once with same program

Is it possible to run them simultaneously but with different program?
What I mean is, they will all run at the same time but will stop at different time/degree

Most issues like yours are due to an inadequate power supply for the servos. Also could be your code which you failed to post. Below is how servos are generally externally powered