Here is how I made it. 

** Caution: I post this procedure, schematics and software for my record. Anyone who interests to build this or utilize all or part of process may do so by your own risk.  I can not and will not take any responsibility for the result of any failure or incident may be happened on your property. 

 First, IBM-compatible PC with RS-232C port is requiring for controller.

 A Microchip PIC programmer. 
Make serial (RS-232C) to PWM converter. Schematics diagram
And program PIC then mount it on the PWM circuit. PIC program code

Make robot body by Lego. I attach RC-Servo motor by hot melt glue - it was so easy.

Connect it to PC, here are operating software. Teaching  &  Play back