sounds like you dont have the DIR pin configured properly or that your parallel cable is damaged. Take the cable off at the breakout board end and put a volt meter between a direction pin and ground. You should see 5v when you jog the axis one way and 0 when you jog the other. If you dont see that then you have to check at the port. If you still dont see it then its either your port or your config.
If you do see that then it must be your wiring to the drives, the breakout or the drives themselves.
Hood