Problem with Arduino UNO and RC servo
Your servo may behave erratically, and you may find that this only happens when the Arduino is plugged into certain USB ports. This is because the servo draws quite a lot of power, especially as the motor is starting up, and this sudden high demand can be enough to drop the voltage on the Arduino board, so that it resets itself.
If this happens, then you can usually cure it by adding a high value capacitor (470μF or greater) between GND and 5V on the breadboard

http://learn.adafruit.com/adafruit-arduino-lesson-14-servo-motors/if-the-servo-misbehaves
As others have commented, if your servo requires more current than the Arduino (or your USB port) can supply, you should provide a separate power connection for the servo.
Your USB port may be limited to 100mA or to 500mA, the Arduino may be able to provide slightly more current at 5V if it is connected to a power source through the barrel-jack connector. It depends on the specifications of the 5V regulator on your particular Arduino (or clone).
If you power the Arduino from a regulated 5V supply, you can draw higher currents from the VIN socket.
I note that some retailers of your servo suggest it be used with a motor controller board.