Hi Anniepoo:
Welcome to the Mach3 Forum.
Go to the "Config" menu at the top of the page. Scroll down to "System Hotkeys". The table "Jog Hotkeys" is where you set the key for an axis. If you click on the Z++ button, and then hit the key you want for the Z axis "UP, that key code will appear in the box. Click on the Z-- button, and hit the key you want for the Z axis "down."
Most people use the PgUp and PgDn keys for the Z axis.
After setting the Z keys, and clicking the OK box, scroll down to the bottom of the config menu, and click on "Save Settings."
John