What do you mean by "overheating" ? Steppers are designed to run rather hot. Most are rated for a temperature rise of about 50 degrees celsius. In real world applications an aluminum mount is usually used for the motor which serves as a heatsink.
It appears you are you using an EasyDriver which has a current limiting trim pot. You can use this to adjust the motor current which can reduce the heating if it's excessive.
What driver are you using? What current have you set it to? What motor do you have?
The slower the motor turns the hotter it will get. When stopped it gets hottest.