It doesnt prompt you, It lets you select an XML or create one from an existing file. You then edit a copy of one so your original is unmolested (and if your settings dont work you can return to a successful profile/XML). Try to always leave the Mach Mill/ Mach turn etc as it is original, edit a copy. Dont ask me why I know that. Also before long most of those settings will mean something. It takes a while. If you look at the top of the screen when Mach is open, it will have a series of options (File, Config, Function Cfg's, View etc). This is where all of the settings changes will be.