I'm not a Mazak expert, but it sounds like your machine skipped a pocket in the tool changer or you need to fool the control into thinking something else. Most of the Mazak programmers have to Lie to the machine to get things to work. If this works Great, if not maybe someone with a lot more knowledge of Mazatrol will swing by to help.
One other thing, if you didn't call the tool pocket AKA Tool Number in MDI before setting the height this will happen too.
I hope this is a simple quick fix for you.