You have the ground wire (Brown or Black) of the servo connected to the KK2 so that it is closest to the right edge of the board, right? Pictures would help too.
Edit: Also, do you have power wires from the ESC connected on Motor 2 or 3 as well? If memory serves correct, Motor 1 powers the board, but motor 2 provides power to any load (servos) for motors 3 through 8.