Basically, you're going to need to figure out where all the little wires go.
First step is to figure out if it's a unipolar or bipolar motor. Have a look at Jones on Steppers
for some deeper background, then at Ian Harries' Site
for a simple method to figure out an unknown motor.
Read up a bit, then join me in a walkthrough of this motor
I got for cheap. (They're on sale for $0.99 right now. They're small, relatively light, but don't have much torque. Don't know what it'll be good for yet.)