Broken servo?

I have a Parallax continuous rotation servo that I got from my college (don't know if it ever worked or not) and it will not respond to any commands from any servo sketch that I try. When I attach the servo to power it will very briefly twitch but then never work again. Is there any way to test it further or should I just assume it's broken?

Is your servo properly powered from an external power source like below?

Yes, I am powering it via 4 AA's.

Have you another servo (not necessarily continuous rotation) to try in place of the doubtful one? If that works with everything else unchanged then it would be a reasonable guess that the problem one is broken.