Try powering each coil individually and see what's the correct order of movement.
For each coil powered, the movement should be 90º.
That's not really the "proper" way. It can work - you could also burn out your coils if you apply too much voltage, or you might get unlucky and short out your power supply if you connect a pair of common lines. Something to be aware of...

The proper way to determine the coils is to use an ohm meter to determine how the coils are connected (along with some diagrams).
First -
ryanz - you didn't mention the number of wires from the stepper; 4, 5 and 6 wire steppers are fairly common, sometimes one of the "wires" can actually be the case of the stepper (so that 3 or 4 wire stepper might be a 4 or 5 wire stepper!).
You should first try to find a datasheet for the motor, if you can (got any pictures of the motor? Are there any labels on it?).
Then, based on what you find (or don't), you can break out your multimeter, set it to read (low) resistance, and get to work. These links will help:
http://www.thebox.myzen.co.uk/Workshop/Motors_3.htmlhttp://www.thebox.myzen.co.uk/Workshop/Motors_4.htmlhttp://digital.ni.com/public.nsf/allkb/0AEE7B9AD4B3E04186256ACE005D833Bhttp://www.stepperboard.com/MotorConnections.htmhttp://www.probotix.com/manuals/SideStep_manual.htmThis last one is for a product, but this manual has a section (toward the bottom) on identifying wires/coils of a stepper. Hope this all helps - good luck!
