What do you mean "on the same lug"? Do you mean there are neutral and ground conductors under the same screw on the neutral/ground bar in the panel? Or do you just mean that the neutrals and grounds are all landed on one neutral/ground bar, but under separate screws? If the latter, this is perfectly normal and not a problem at all. If the former, most panels are listed for two ground or one neutral under each screw. Just turn the main breaker off and re-arrange them appropriately.