Hi
If your using Mastercam to create the files then you probably need to adjust the setting for the feedplane and or retract values. Note that as the default the feedplane is set to being incremental.
I'd recommend seeting the feedplane to something like 10 (if in Metric) and absolute mode. This way the tool raise up to Z10 before any XY move is undertaken. You may also want to consider using retracts as well. Moves to and from the feedplane are done at the plunge rate. The retract plane is another plane that the tool can move up and down to at the rapid rate for rapid XY moves(e.g. fo jumping over clamps etc. i.e.
Tool in work
Feedplane set to 10mm - tool retarcts slowly to Z 10
Retract set to 50. Tool rapids to Z50
Rapid to new XY position
Tool Rapids to Z10
Tool plunges at desired feed to required Z position.
Alternatively, there is a Safe Z plane option In Mach - but I can't say I've ever used it. If you're unsure about using Mastercam I may have some old MC9 PDF tutorials lying around. I've been using MC9 for the last couple of years for work, just starting to get a grip on Mastercam X now!
Cheers
Dave