Sounds like you are missing the direction signal. Could be a configuration issue in Mach or it could be a wiring issue. Use a volt meter to measure the voltage on the direction signal, it should change from around 0V to around 5V when you change the direction your jogging.
I switched the driver and motor to test if it had something to do with them, but no success. Even installed Mach on another computer but the problem persisted.
Can you tell which Mach3 configuratio I could try changing to fix this?