How To Turn Window Shoppers into Actual Shoppers

We have the following path for e-commerce:

Shopping Cart > Shipping > Payment > Place Order > Thank You

After figuring out some payment issues (thanks for the help here with that!) we're noticing that just about everyone who makes it to the Shipping page is going all the way through and completing the order successfully. So that's good.

However we're finding that there are a lot of people who are putting items in their cart but never making it to Shipping. Perhaps 20-30 people a day add items to their carts and only 10% or so (on average) end up ordering.

I'm wondering whether this is normal (I certainly add items to carts on sites and never complete the transactions) or whether there might be something that we can to increase the conversion rate. I read Call To Action and a bunch of other stuff and I think we're doing most everything right.

I don't want to post the site here but if you PM me I'll send you think link and a gift certificate so you can place an order and see if there's any room for improvement.

Thanks!