Got the correct cable and I'm doing my setup now. Enabled X, Y and Z. When I go to motor tuning, my X and Y axis work great, but the Z axis will only go in one direction no matter what arrow I hit. I've checked my wiring and it is correct. Can anybody help?

you sure you have the step and direction pins round the right way in your Motor Outputs page?
Hood

Yes, step- is pin 6, dir- is pin 7. step+ and dir+ are connected to com that has been set to 5 volts.

Take the parallel port cable off the breakout board (if you are using one) and connect a voltmeter between Pin 7 and ground on the cable. Jog the axis one way then the other and confirm that you are getting the voltage toggling between 0V and 5V. If yes then Mach seems to be OK and maybe its your breakout thats not working correctly.
Hood

Checked voltage on pin 7 and it varies between 0 and 3.32 volts. I also checked the X and Y pins and they also vary between 0 and 3.32 volts. I'll talk to the maker of the breakout board and see what he says.

before you do that, swap the step and dir leads from your x axis driver to your z axis driver. Does the fault move as well, or does it stay with the Z axis. Then jog the Z axis, using the X axis jogger and vica versa

If the fault moves, the fault is with your Z driver card not seeing the dir signal. If the fault does not move then the fault lies between your computer (which you say you have checked) and the breakout board.

Also you say 3.32V, that could potentially be a problem, you really want 5v or as close to it as possible as the difference between Hi and Lo might not be picked up so readily when you only have 3.3v available. If you have a PCI Parallel port card about use that and see as they are mostly the old true 5v.
Hood