Putting your link to an image host in the correct tags will show your picture in your post.
[img]http://i.imgur.com/G6u2f9N.jpg[/img], results in this:
I'm sure that host will help you with retrieving that link (it differs from what you posted, but it is the exact same source).
I'm assuming the IR receiver and the relay are on a breadboard, and the Arduino isn't mounted to anything.
If you are powering the relay through Arduino pin 3, you are in real danger of doing severe damage to your Arduino.
It can lead to all kinds of trouble next to the damage.
Even if you did some tests with the different parts in a separate setup and didn't see any trouble then.
A search for Arduino and relay should result in you finding descriptions on how to use a transistor to power the relay and by doing that relieve the relay's strain from the Arduino (that will be at the transistor now).
Your servo should also be powered by an external source, as stated before.
The GND's all tied to each other are the right thing to do, but your drawing doesn't ensure me that you did do that.
Don't be put down by straight forward (aka blunt) answers to your questions.
And apologies for being new to this are needless.