What kind of belts did you order? Hopefully not steel reinforced, as those will break quickly.
What exactly are your measurements off by? If you're off by thousandths of a millimeter, that's plenty accurate for a machine of that size. The Haas vf2 I'm operating for a friend has positional accuracy of .002 mm, and repeatability of .001mm, and I shudder when I look at the receipts for that machine.
What speeds are you jogging it at? More steps is indeed more resolution, but not necessarily more accuracy. Also, more steps means more pulses, and more opportunities to skip steps because it will be pulsing on and off twice as fast.