Mach 3 has various tool change settings.
It's been years since I've used Mach3, however IIRC even if it's not set to ignore toolchanges (as Cropwell has suggested), you'll still have to have suitable M6start / M6end macros so Mach3 does what you'd like it to do.

For a quick fix, you could just swap the M6 for an M00 (I can't remember if Mach3 supports M00 - Optional Stop), which will stop the machine, or split the file into separate files and run them sequentially.