Try:
lowering your acceleration in the EEPROM or firmware
tightening belts and belt clamps.
make sure that your stepper motors are getting enough power (I'm not much of an engineer, so I don't know what these things are called, but you've got to adjust the power to each motor on the drivers or whatever that are on the pololu shield, or whatever shield you're using.) turn up the power until they start skipping, then turn it down a little. have power as high as possible without skipping.
this is a very common problem. if your acceleration is at like 9000mm/s2, that's probably the problem. I have my acceleration at 1000mm/s2, and I used to have it at 500.
