Hello ,
I have UNO with the Arduino Motor Shield and everything works. I can step the motor in any direction. I am worried about my wiring. I have identified each coil wires. What I do not understand is which coil wire is positive and which is negative. I am worried as the motor and driver chip get quite hot.
This is the motor I am using https://www.sparkfun.com/products/10848
This is the data sheet information
Ray.
There is no positive or negative, voltage will get inverted depending on the way you move.
Heat is not unusual, so would require more qualification.
Getting warm might be an indication that it draws too much current - stepper not strong enough for the job may be?
How is the whole thing powered/wired?
Basically if the motor moves in steps it is connected the right way round.
Stepper motors are very inefficient motors and they get hot, this is normal. If you look at the datasheet, the temperature rise can be as high as 80°C. You won't want to touch a motor that hot 
If you don't need the full torque, it's a good idea to run the motor with less than the rated current.
Thank you everyone I am now happier. There is no load at the moment I am just running the motor on the bench. How do I reduce the current.
Ray.
What stepper driver(s) are you using? Most modern stepper motor drivers need to have the coil current limit set correctly. If not set correctly the motor and driver can run extra hot. The setting is done by a potentiometer or DIP switches, mostly.
You do not have to set the coil current to max. You can set it lower, if the motor will still perform adequately, and the motor and driver will run cooler and last longer.
Disable the driver when the motor is stationary. I think they have an /EN pin.