You can't supply power directly to a stepper motor (like you can to a DC motor) because a stepper motor needs to receive its power in "steps".
I use a Pololu A4988 stepper motor driver board to control my steppers. http://www.pololu.com/product/1182
That board can accept up to 35v from a separate power supply and has a small potentiometer to limit the current to whatever is suitable for the motor. Obviously the power supply for the motor is quite separate from the Arduino.
Before buying any stepper driver board make sure it can handle the current required by your motor.
Don't be tempted to use one of the L293/8 DC motor driver boards for a stepper motor - they are far more trouble to program and don't have the current limiting facility.