All,
Ron is correct, (well Duh!) I ran the code in the example, except that I changed the rapid height to .1 and it did indeed rapid down and cut going bottom to top. And it does attempt to cut until it reaches the rapid height, so you definetly don't want to set that too high!
When I first got the mill I cut a thread on a dowel and I'm almost positive is went top to bottom, but that would have been with the old thread mill wizard, because it was before I bought the NFWs.
If you are interested in an opinion, I would definetly like to see the mod the Ron mentioned, top to bottom just seems more natural to me, on the other hand it works.
Thanks to all, especially Andrew and Ron, for helping me understand this.
Terr