I found it, there seemed to be an issue as there where zero Z was.. Even though I had set the zero points by clicking Zero X Zero Y Zero Z I needed to click REF ALL HOME for it to look right.. I don't quite understand why that is exactly but it's milling now and that's really all the matters!
Thanks for all your help though, no doubt I'll back on here when I try to get all that 3D printing stuff bolted to it next week.