Stepper motor speed

I am new to the arduino and to electronics. So I bought myself a 5V stepper motor (this little guy) and connected it to my microcontroler. I managed it to work, but the speed that it gains is extreamly slow. I am using the code from the examples and to get more speed I have just changed the delay, but even when the value is from 1 to 10 the stepper is very slow. So my question is, why is this happening? Is it because of the code or the stepper is just not powerful enough ? How can I make it faster ?

P.S. I though to use the stepper for my future laser harp project, but for now it seems impossible :D.

The example you found is to show the basics, how the stepper works step by step XD

This is the default Arduino library for a stepper motor : http://arduino.cc/en/Reference/Stepper
If that is not enough, you can buy a stepper motor driver : http://www.adafruit.com/product/1438

nick_1896:
I am new to the arduino and to electronics. So I bought myself a 5V stepper motor (this little guy) and connected it to my microcontroler. I managed it to work, but the speed that it gains is extreamly slow.

Yes, its got approx 64:1 step-down gearing on the output, of course its slow.