SF, Sure there are some things you can do.
Lube all ways, slides ball or lead screws too.
Then as Gerry said, lessen your velocity and or acceleration.
Find out the micro stepping that your controller is on and see if changing its value doesnt lessen the resonance. This will require some retuning so if you are very new, hold off a bit. Not that it is difficult.
Btw is this all of a sudden? Was there a change in its operation? Or are you new to the machine and experienced these problems right away?Just out of curiousity, what kind of speeds/accels were you running?
Either accel or velocity can cause lost steps depending on their values, so it could be the velocity was fine but the instant accel for its mass caused loss of steps or vice versa.