micro servo

Hello,
I  am  new to arduino(uno)
I want to make a obstacle avoiding robot which would consists of:(most of the start here section)
1. 2X plastic gear motors
2. 1 sharp IR sensor or SRF05
3. 1 mini servo

I dont want to fry any of them so if i use 9v external power supply to arduino uno will it harm any of them  ?

Have any of you tested this micro servo? It looks like it was designed for robotics, has mounting holes on the sides that usually are called top and bottom and has an opposite hole to the spline. So it should be easy to mount it on brackets and build a biped or an arm... Any thoughts?

http://www.unitedhobbies.com/UNITEDHOBBIES/store/uh_viewitem.asp?idproduct=7026

okay..         so i just finished my new robot(8 servo quadropod)and started makeing a test program.   when the test program was done i downloaded it to the picaxe and it worked! then i started to try out use the srf05 to see if it was plugged in the right way! so i made another program and tryed it and that worked too!