When I set depth to cut in Lazycam it is not the same when I post it to Mach.

Ed,
Post the LCAM file and the generated gcode. Believe you are doing something wrong in LC . Make sure that the scale for the axis in Mach is set to 1.
Are you using the mill module? What version of LC are you using? There is a manual for LC in Members Doc's....i assume that you have read it.
RICH