Locate the output wiring from you breakout board and check that :
Pin 6 is connected to your X axis Driver Direction pin
Pin 2 is connected to your X axis Driver Step pin.
Pin 7 is connected to your Y axis Driver Direction pin
Pin 3 is connected to your Y axis Driver Step pin.
Pin 8 is connected to your Z axis Driver Direction pin.
Pin 4 is connected to your Z axis Driver Step pin.
(this is to test that you have the correct pins specified in Motor Outputs).
Using a multimeter check the output from you Parallel Port will toggle Pin 6 between 5 Volts and 0 Volts when using the Left and Right Arrow keys.
(this is to test that the output from your Parallel Port is to the 5 Volt TTL standard and not to the 3.3 Volt TTL standard).
Tweakie.