Basically they don't do it! - they can only step so fast (not very! - and that's dependent on load) - if you try to step too fast they just sit there and buzz.
If you have a need for speed, perhaps you should be looking elsewhere?.
That would only reduce the power to the motor, doing so 'may' allow you to increase it's stepping speed slightly (as it won't lock into place as strongly on each step) - but will probably make it too weak to use.
I know that more advanced stepper drivers allow higher speed opperation by slowly ramping up the pulse rate and then ramping it down again to stop. However this increases the risk of losing counts (missing a step and thinking the motor is somewhere its not).
Like Nigel said steppers arn't really good for high speed moves.