Have you tried switching servos around? Plug your aileron or rudder servo into the elevator port. Push up and down on your right stick. If they work, it is a bad servo. If the new servo you plugged in doesn't work, it is a problem with your receiver or a setting in your transmitter. It is plugged in the right way, right? Yesterday, when I was wiring up the wings of my P-40 the ailerons wouldn't work, and I had one of the plugs in the Y adaptor in backwards.
Is this a new servo?