You can't just drop the gears in. You'll (most likely) note that one of the mid gears only has teeth on one side, and the motor is turning this gear to a point where the teeth no longer mesh. At that point the motor will run all the time, since it's trying to recenter the gear train, but can't since the gears are not meshing.

Watch this gear when you poweer the servo up and you'll see what's going on. Just try to get it centered and them move the servo to the full extens of it's travel on both ends to see if you have it right.