Possibilties:
- haven’t sent machine and Grbl configuration — Setting Grbl Configuration in CM 517 and later
- machine is on a switch and so tries to move down and is bottomed out — move off switch
- wiring is wrong — all wiring extensions should be straight through, and all wiring connectors should be consistent. Do whichever is appropriate to match the other wiring connectors — use a small tool to pop out the wiring lead pins and when reinserting them, make certain that they click into place. See: http://www.pcbheaven.com/exppages/Reuse_and-or_extend_the_Molex_connectors/
If none of those work, let us know at support@carbide3d.com and we’ll do our best to work through this with you.