Quote from the website on that shield:-
The Rugged Motor Driver shield is a motor driver for two brush DC motors or one bipolar stepper motor.
So it is not a driver for a stepping motor.
You don't feed a stepping motor with PWM.
For info on stepping motors see:-
http://www.thebox.myzen.co.uk/Workshop/Motors_3.html
and
http://www.thebox.myzen.co.uk/Workshop/Motors_4.html