I don't know autocad or ACE so I cant answer the second question with any certainty but most programs have a switch to turn the N numbers on and off. If yours dosn't then you got to type them in. Personaly I would have them on every line, as it makes the program slighty harder to read. And I believe it takes up more memory (which is only a facter on commercial machines with onboard memory and only with very large programs, like molds).
the Feed rate has to be changed every time you want it to change. Its a modal command and will stay in effect until it is changed again. Unless the machine control your using is different then just about every control I have ever used.