May may want to check your part set up screen.
If you have a position block in the program some where, it will cause the spindle to go home position. To avoid this you may need to change the safety position in the Z+. Cation!! do not put a value that is below your part or it may rapid into your part!!
I've used the Ulitmax 4 & Winmax software on Hurco's HTX 500 (Horizontal) machine. On a Rotary Position block there was a box that asked if you wanted the Z to go to home or the safety position. In this case you would probably want to use the Z safety position and it will use the value found in the safety position in your part set up.
What ever you do, Proceed with cation until your conformable with your program changes. I don't want you having a bad day.
Hope this helps