So - you are getting movement
be happy !!!
You now have to begin the hard work and set the machine up. We assume you must have done the Ports and Pins to get the axis moving at all. Go to Config/Motor Tuning and set up your axis motors. As a quick guide 1/8 step motors, 200 steps per rev/ 10 revs per inch = 16000 per inch. alter you figures to suit but that gives you the idea.
I don't know what machine you have but set the speed at a very conservative 5 units per min. If this works keep putting the figure up til your motors baulk at it and step back down a bit.
Set acceleration at 1, the pulse time at 3 SAVE EACH AXIS SEPERATELY OR IT WILL REVERT.
This should get you speeded up.
As somebody mentioned above - when jogging - have a look at the jogging %. This is the percentage of the speed you have set under Config. To move at FULL SPEED press "shift" with the "jog" key.