Rich, should the cpu be set to EPP or Normal?

EPP
Go to the Gecko site site and read all of the information on the G540.
While you are there read some of the tech info as it is top notch, concise, and helpfull in gaining an understanding of cnc..

I wish all of this just worked

CNC is not "plug and play" like installing some computer component. The learning curve "never ends"  and is just a matter of where one finds themselves and the degree with which they want to pursue how to do something. Waite until you spend months learning software....there are no shortcuts.
 
Take a moment and just click on the Config Tab and work your way down the list. For each list have a read of the manual.
Actualy you need to read most of the manual just to get a flavor, then you need to study it for specifics, then you will forget everything and start all over. 

There are a number of Mach manuals avialable...and don't foget about the videos.
Using Mach 3 Mill
Software installation & configuration
Setting up basic 3 axis machine

RICH

Is there a link to getting those manuals, I have one already, it seems to be the digital user manual on Artsofts site. It is helpful but definately not specific to my machine, I know there are many variations however, I wish there was a specific manual that I could read and atleast be cutting a circle.  Thanks for the EPP info I already read about that in Geckos information on their site. How will I know I am done and set up is complete? It kinda runs now but there are many things about it that do not seem right. Time will tell.

SUPPORT > DOCUMENTATION  from this sites pulldown above.
Rich