Monster Motor shield stepper motor Help

The perfect PS would be an adjustable 0 - 5V /3A power supply but you're not going to find a 2.5 V power supply so I don't know what you can do other than look for an adjustable one or make your own.
The 12V supply is not going to work for you because you would have to use a huge high wattage resistor to drop the voltage.
9V/3A= 3 ohms . 3A x 9V = 27Watts . (3 ohm/50W) would actually work.
The other problem is the 12V supply is only 1A so that would never work.
You need 2.5 to 3V at 3A.
If you have no experience with electronics you shouldn't build it yourself. You need look on the net for an adjustable power supply
rated for 3A . It's ok if the voltage range is higher than you need if it is adjustable.