Do you have anything connected to pins 0 & 1 ? If so remove whatever it is and try again.
Which windows ?
which type of USB port ? (USB 3.0 has been known to cause some issues)
Did you try another lead ?
How are you powering the board ?
The "forgot to mention" item could be the key.Did you supply the CNC shield with its own power ?Trying to run one of those without its own supply could give the potential for a board failure.There are a plethora of CNC shields and some may require a jumper or track cut for the external power.Other than that you seem to have done everything correctly.USB 3.0 ports have a mixed success rate with Arduinos so if you must use USB 3.0 try to use a POWERED USB 2.0 hub between the computer and the Arduino. It has been know to fix the USB 3.0 problem.