Just a few things ;
I am not knocking these machines as many people are successfully using them without issue but they are built to a price and can lack proper quality control so you need to check everything mechanical for tightness and alignment. Then check your cables / plugs / sockets and in particular the supplied parallel port cable for continuity. You may also want to look inside the control box (after unplugging the mains cable) to visually inspect the wire connections, solder joints etc.
Check that you are using the latest (lockdown) version of Mach3
http://www.machsupport.com/downloads.php with a Desktop PC preferably having 5 Volt TTL logic output from the parallel port (rather than 3.3 Volt TTL), having a separate video card (rather than onboard graphics). It is also important to check that you are using a genuine Mach3 license.
Also check your CAD/CAM software Postprocessor is actually producing Mach3 compatible GCode.
Perhaps posting your Mach3 .xml file and a sample GCode file that you are using may throw some light on your problem.
Tweakie.