hmmm..not sure why this might be, but the way the motor has been wired might be your issue....
when you power up, can you rotate the stepper by hand?? When you power up, a properly configured driver, will provide voltage and current to the motor, and this will basically "lock it up", as it causes the coils in the motor to activate if you will...
Does your motor lock up when you apply power? if not, the driver/wiring is not done correctly. also, are you using a separate power supply for the driver and the motor, or are you relying on the arduino to supply this (bad idea with steppers....)
Also, you need to know how you can wire it up, and the differences between unipolar and bi-polar.
have a looksy here: Tutorials Archives - StepperWorld especially towards the bottom of the page..it might provide you with the information you need to make it all work....