I got some grease on my ballscrew and it screws up the motion something serious - tons of lost steps. It was only after speaking with George that he told me the screws should be run DRY otherwise you'll get symptoms like that. I wiped the screw clean and after 10 minutes of wiping, things started working again.
The ballnut should be greased though the fitting - just be careful not to over grease it so too much grease comes out the other end - that's what happened to me.
Running dry also doesn't attract as many chips.