Arduino Stepper Motor
There are two kinds of stepper motors: unipolar and bipolar. Unipolar steppers have six wires coming off of them and bipolar ones have four wires. To control a unipolar stepper, you need to use a chip called a darlington array. To control a bipolar stepper you use an h-bridge.

I've never worked with unipolar steppers, but I can explain how to use bipolar ones. The first thing you need to do is find which wires are paired. Use a multimeter and one-by-once connect the meter to every possible pair of wires while measuring the resistance. On two of the pairings you'll find non-infinite amounts of resistance. These are the connected pairs. Attach each of these to the different halves of your h-bridge. 

Once you've got your control circuit wired up (whether it be the h-bridge for the bipolar stepper or the darlington array for the unipolar), you use the Arduino Stepper Library to control it

I've got a write-up of a recent project I did with steppers Since I'm only allowed to post one link here, refer there for links to many of the things I mentioned here.

Tom Igoe has a great write-up about steppers on his site.