Try these:
- disconnect the servo linkage so the servo shaft is free and see if the unwanted motion continues. If it doesn't, the servo shaft was probably rotated too far when you pressed the round plastic servo arm onto the shaft, and your code is trying to drive it past the internal stops.
- try a different PWM cable
- try a different servo
- if your PWM cable is very long, it might be picking up electrical noise - use a clamp-on Ferrite core to solve this (similar to Digikey 445-2038-ND)
http://www.tdk.co.jp/tefe02/e9a15_zcat.pdf. You might find something similar at Radio Shack.