Don't give up hope just yet. Can I just check that you are setting both the 'step pin' and 'direction pin', and the 'step port' and 'direction port'. I think the port ones are probably '0' by default, and should all be set to '1'.

Could you post a screenshot of your Mach3 menus:
Ports and pins > Port setup and configuration
Ports and pins > Motor outputs

Also, in Config > motor tuning, what are your 'steps per' , 'velocity' , 'acceleration', 'step pulse' and 'direction pulse' values for each axis?