The problem with using the shield that is designed for drag cutting when you are machine cutting...is that to get the ideal arc length, the torch must drag on the plate. You can increase your arc voltage on your height control so that it will rise off the plate slightly, however expect an effect on cut quality. You should be able to find a a mechanized shield at a Hypertherm distributor, it is part number 220673, or, if you have an extra hand shield you can file about .060" off the face...and it should work similarly to the machine shield. For most steel cutting the machine shield should operate at .060" from the plate, for hand cutting the drag shield should be on the plate.
Piercing should always be done at a higher distance per the cut charts in the manual.
There are no FineCut parts for the Powermax45.....fine cut parts were developed for the Powermax600, 1000, 1250 and 1650 before the new "conical flow" technology (that your Powermax45 uses) was developed. The conical flow allows for the same cut quality on thin materials as FineCut, but with the same consumables that you cut the thicker materials with. Just turn the power down to 30-45 amps, adjust speed to minimize dross, and adjust torch height to .060 and the standard consumables will cut as good, yet last dramatically longer as compared to FineCut. The 30 Amp parts that are available for the Powermax30 will work in the Powermax45....however in my experience I see no advantage.
The newest Hypertherm units, the Powermax65 and Powermax85 will have 45 amp conical flow (as well as 65 and 85) and will be offered with Fine Cut consumables as well....while our process engineers don't think the FineCuts are as good as the 45 amp conical flow....we are making them available due to demand from our customers.