Step mode is different, I use the MPG in two modes, first I use it in Velocity mode for general jogging of an axis and when I get close to the place I want I switch to multi step mode (rotary switch on console) and sneak up on the part. It works well via the PP and the SS but only the step mode worked well with the PoKeys, I have not tried any other method of connecting a MPG to Mach.
Having said that multistep mode can still catch you unawares, for example if you have a large step value set and wind fast then the axis will continue long after you stop as physically the axis cant keep up with the speed you wind. I only ever use 0.01mm steps when in multi step mode. My switch has positions for Velocity, 0.01, 0.1 and 1mm but have found I only ever use Velocity and 0.01 multistep.
Suppose all this doesnt really relate to what you are wanting but its worth keeping it in the back of your mind if you do build something.
Hood