s that because I connect USB and external power supply at the same time?
It could be if the power supply that you connected to the board was too high. What voltage did you connect and how did you connect it?
In normal operation the Arduino Duemilanove as an automatic power change over circuit. However if you connected say a 12V supply to the 5V on the arduino then you could damage the serial / USB chip.
I guess the lead is fine because it still can power the board?)
No there have been several cases on this forum where the power connections are OK but the signal leads are not.