Please help me... It wont work.

[Jonathan]

However I can 'hot potato' the PUL+ on the driver with 5v from the common supply and watch the stepper motor move.

It's possible that the hot potato damaged the driver input, although I can't tell for sure as the resolution of the picture of your breakout board on Zapp's site is not sufficient to identify the output driver ICs. If you're still able to measure a change from 0V to 5V on the outputs, whilst connected to the driver inputs (or an LED), then it's fine. In future, I suggest putting the potato in series with your 5V supply to the input, as it will limit the current, although you will need to be careful about the size of potato you select.

ive repeated the above 'test' using the pulse pins as well, it all appears to be working (ie until you jog, it reads 0v, you jog it goes high)

When jogging, if the pulse signal is correct then it shouldn't go to 5V. It's a square wave, with 5us high time and at low speeds the low time is much greater. However you can still get meaningful readings with a standard meter. The meter should read anything from 0 to 0.87V (rms), depending on the feedrate. You could try running at the rapid speed you set (3m/min) and you should get 0.87V across the pulse input and 0.57V across the parallel port pins, assuming the meter is true rms which most are nowadays.

You can also try setting the pulse output to be direction, to check if it's switching.