Hi,
You need to SEPARATE the voltage going to the Servos through the 3-pin connectors on the "Sensor Shield" from the power supply for the MEGA.
6V is OK for the Servos. Make SURE you remove the jumper on the Sensor Shield and supply separate 6V power to the terminal block.
Power the Mega from USB or from a 7 to 12 volt source connected to the Mega External Power jack.
-----( info on the Sensor Shield )------
"Sensor Shield" for Arduino MEGA V2
This shield board plugs on top of an Arduino MEGA (1280 or 2560) and makes it easy to connect to all the MANY Digital Inputs and Outputs and the Analog Inputs. This is particularly good for high I/O projects with many LEDs or controls where connections to the Mega can be a major problem.
Click on the photo above to see details. You can see how the connections are arranged. Every connection has a set of 3 pins: Gnd-Voltage-Signal that makes it easy to connect with our 3-pin cables or jumpers. See: http://arduino-info.wikispaces.com/Cables (See Photos Tab for detailed connections)
This version has two options of +5V supply to all the "V" pins:
Jumper on: +5 comes from the Arduino. Should be limited to about 300 ma
Jumper off: +5 comes from the blue terminal strip and an external supply.
Using an external supply allows power for control of many servos or relays, and other attached devices.
There is also a power-good LED, and Reset button, and connections for other I/O devices
-----------------( END COPY )----------------------
See the Mega Sensor Shield HERE:
There is also a special Arduino UNO/Duemilanove Sensor Shield with the separated power for Servos HERE:
DISCLAIMER: Mentioned stuff from my own shop...