
That is what l want,but l can only use Show,Plot3D to get something just like this

What should l do?Thanks~
Try this:
Show[{
Plot3D[x^2, {x, -2, 2}, {y, -2, 2}],
ParametricPlot3D[{x, 0, x^2 + 0.15}, {x, -2, 1.9},
PlotStyle -> Arrowheads[0.07]] /. Line -> Arrow
}]
yielding

Have fun!