Could some one give me advice about it?
Like cr0sh said, use a separate power source for the servos.
Tie the ground to the board ground and to all the servo grounds.
Tie the hot to all the servo hots.
The data pins go to each servo signal.
This will work for any power source in the proper voltage range.
I used a Bigger Lithium Polymer battery and a voltage regulator to get proper voltage for my servos. But it is pretty much the same as using 4 AA batteries.
Here is a thread with more info about how I did it.
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1265626147/6#6
In the first picture, you can see the orange and green wires. They carry the signal from the 18 pins to the servo plugs. Power comes from the 2 wires running off the shield.