mac55:
I am still not getting any movement from the servo. I have checked all the batteries, all my wires, and all my connections as well. Is there anything else I can do?
A common mistake is to forget to connect the grounds together as AWOL noted. The battery negative, servo ground and arduino ground must all be connected. If they are and that doesn't help, try another pin to control the servo. If you still get no joy, go back to run blink, to make sure the duemillanove is still working.