I have the same motor/driver package. It sounds like a simple problem of driving the motors too fast. I had the same problem on my Z axis where my lead screw is 10tpi. If I drive it at a rate of >60ipm it will lose steps. Unfortunately those particular motors have a torque curve that drops off very sharply so you must use a high-lead screw to drive the axis (I have 10tpi, 5-start on x and y and will be changing to a 10tpi 2 start on my z).
This is the most likely problem although be sure to check that you have the driver dip switches set to the a microstep rate that matches your set up in Mach.
Hope this helps. I'm a newbie too and I know how frustrating it can be setting this stuff up!