Measure the voltage of the Z axis direction pin (7) while jogging in both directions. It should be 0V in one direction, and 5V in the other. Start at the parallel port, with the drive disconnected. If it's good there, then measure at the drive.
If the voltage i sgood, try increasing the pulse width. If your using Mach3, try setting it to 10-15. If that doesn't work, try Sherline mode.