Step motor runs automatically when I connect USB or power of CNC shield

Hello,

I am new to Arduino and I am having a trouble using step motor.
I really need some help...

My setup is Arduino UNO R3 and CNC Shield Expansion Board V3.0 + 4pcs A4988 Stepper Motor.
CNC shield is connected to 12V ~2A power supply and a step motor.
Arduino Uno R3 is connected to my PC.

I connected wire from motor to rotatory axis (4th axis), and uploaded grbl.
After that, whenever I have a full connection (CNC shield to power supply and Arduino to my PC), motor vibrates automatically with noise. Also heat sink in axis controller where wire is connected gets really hot.

I uploaded grbl libray again, I also reset both Arduino and CNC shield and nothing is fixed.

Please help me with this.

Thank you very much in advance.

I would disconnect power and verify the shield pins fit correctly on the Uno. Next, verify the power supply is 12vdc. Next, verify shield is getting the 12vdc with proper polarity. Next, verify motor wires are correct.

Upload a drawing of all your connections. In the picture I see one motor, two A4988 in a shield (powered by a 12vdc power supply) on an Uno.

And... upload your sketch.