Hobby servos pull a lot of current. Rule of thumb is to allow 1A each, more for big ones. USB from your computer is capped at 500mA. If a single servo is small and unloaded, you may get away with moving it around, but it will be marginal.
Your shield has a place to plug in separate power for servos/motors. I think I see in your picture that it's got a power wire plugged into it. That should be attached to something like a pack of AA batteries that can provide 6V and decent current.