Have you tried to do anything manually - e.g. a G2 or a G3 move. This is an arc (or circle) generated by Mach, and is a recognised CNC move. I think your will find your machine will do that properly.
Most CAD/Cam programs do not generate arcs or curves at all, they are all straight lines - short straight lines - and this is probably what is causing the marks on your workpiece.
Also check that the backlash on your machine is non-existant, or is at least compenstated, becasue every time the axis changes direction, backlash occurs, and again, marks your work.
Lastly try to ensure that your machine is on constant velocity, not absolute stop. In constant velocity Mach computes the acceleration into the next line as it is slowing down the present line, and strikes a level between the two. In absolute stop, Mach completes one line, i.e. slows to a stop, before accelerating into the next line. This will make the short straight lines all the more apparent.