So just upgraded to Mach4, new pc and Ethernet Smoothstepper

I can set my steppers velocity to 10,000mm/min+ and jog around for a little while but every now and then one of the Axis will stall. (not always the same one)

But even dropping the velocity down to 6000mm/min it still randomly stalls. If I stop jogging for a second it will let me jog around for awhile again... seems random

Any idea's what would be causing this? and how to fix?

Also I used the keyboard plugin and assigned the arrow keys to jog but they are a little laggy at times and do not seem as responsive as Mach 3 was?

Even since you dropped the velocity, you may still have it set too high. 
You can also check to see if there is any binding on your ball screws or bearings to be sure that you aren't adding an extra load on the motors.

Also, your acceleration setting may be too high.