lanis1201:
- it "step" and "dir" is different. so, you must be change pin define.
please in source code folder , looking for cpu_map.h (grbl 1.1f)
(grbl 0.9J : grbl-master\grbl\cpu_map\cpu_map_atmega328p.h)#define X_STEP_BIT 5 // Uno Digital Pin 2
#define Y_STEP_BIT 6 // Uno Digital Pin 3
#define Z_STEP_BIT 7 // Uno Digital Pin 4
#define X_DIRECTION_BIT 2 // Uno Digital Pin 5
#define Y_DIRECTION_BIT 3 // Uno Digital Pin 6
#define Z_DIRECTION_BIT 4 // Uno Digital Pin 7
- about MS1 MS2 MS3 jumper ,the circuit is wrong,
you can remove jumper first,You do not need it anymore,Trust me.- try to short circuit (green line)
grbl 0.9j download
good luck to you!
I connected the 5v pin to the M0, M1 and M2, the Micro Stepping Mode of DRV8825 driver board as shown in the above picture. The AM1117 (5V reg on Arduino Nano board) was burnt as soon as I switched ON the power to Nano CNC Shield. 
Looks like we need to add pull up/series resistors (10K) instead of directly connecting Mode pins to 5V supply.
Also another point to note here is, if Mode pins of DRV8825 are pulled high,it will be programmed to provide 1/32 resolution and for A4988's it would be 1/16 steps.
The idea given here looks to be good as we can still program micro stepping using jumper instead of hard coding it 1/32 steps resolution.
Thought to share if its useful for someone.
Regards,
Guru