RTR12: I'm not sure how these things work either. They have 3 leads; power, ground, and signal. I think it uses PWM through the signal wire. But they don't have to be hooked up to the PWM pins of the Arduino (just the regular Digital I/O pins). There is a circuit board inside the servo and a potentiometer to feed position information to the unit. I'm still learning about these, too.
You can read about how the Arduino uses them in the Servo library.