If you are trying to power a motor (any motor, however small) from the digital output pins of an Arduino you will be very very lucky not to damage the Arduino. The maximum current from any digital pin is 40 milliamps and really you should not draw more than 20 mA.
The ideal way to control a stepper motor is to use a stepper motor driver board such as a Pololu A4988 or equivalents from (eg Sparkfun). The Pololu website has a wiring diagram.
It is also possible to use transistors to amplify the output of the Arduino pins but that would be very much second best and a lot more trouble.
The motor should also have a power supply separate from the Arduino (i.e. not the Arduino 5v pin) with the power supply ground and the Arduino ground connected.
...R