If you are getting a soft limit exceeded warning (something like "X Max") then you have to edit your settings.

First on the main screen (Program Run) switch off Soft Limits.
Then jog your machine to what you would consider your machine's comfortable limit. In my case I jog my machine until it will move no further and the steppers make a stalling noise, but you may want to stop before this happens (my machine has a very small build envelope so every mm counts).
Go to the Settings screen (it's green). In the bottom right click Reset Interp.
Still in the settings screen, in the Encoder position area (middle of screen) click Zero on all three axes. Then click To DRO on all three axes.
Go back to main screen (Program Run) and switch on Soft Limits.
Zero you axes where your program is expecting it to be.
Cycle Start and away you go.

I don't know if there's a better way of doing this, but I do this EVERY TIME I start milling.