Stepper Motors not Getting Power

I'm not sure what grounds I would need to connect... I have a ground wire to my power supply and the wires coming from the stepper motors are all pinned into the CNC Shield. Do I need a ground between the shield and power supply?

The code is still just the grblUpload.

The 9V Battery was just something I tried thinking maybe the Arduino wasn't getting enough power? It was hooked up via USB to the computer the whole time.

However changing the baud speed seems to have gotten me one step further? I cycled through them and finally found that at 115200 baud it did list the Grbl Version instead of just giving me backwards question marks. But now, when I put in G1 X25? as instructed by the zyltech instructions (Arduino Compatible CNC Shield Instructions), I receive this:

<Idle|MPos:0.000,0.000,0.000|FS:0,0|WCO:0.000,0.000,0.000>
error:22