[vroemm]

Basically, the outputs from the parallel port are swtiching a darlington pair inside the ULN2803 chip. I have +5 via a 10K resistor connected to the output of the ULN2803. When switched it is suppose to go to ground.

Then you have a 10K resistor in series with the 220 ohm resistor.
Your using 10220 ohm, not 220 ohm.
The optocoupler input is not getting enough current.

Try the idea mentioned by someone ealier.
Disconnect the UHU from breakout board and computer.
Put 5 volt on the STEP input.
If you keep switching this 5 volt on and off the servo should step.

If this works why not connect the UHU direct to the parallel port ?
Without the breakout board.