Need Help! Does this sound like a bad servo?

I'm new to cnc, but have been a long time lurker. I recently bought a supermax cnc mill, and I'm learning about it. This brings me to my problem,
When trying out the controls everything works fine on the x and y axis, but on the z axis as soon as I try to rapid it, it trips the servo disconnect. It functions fine in " feed" , and in all (3) jogs. I tried running a program that uses the canned drilling cycles (that use the rapid), same result.
Does this sound like a bad servo or a more sinister electronics problem?

The servo is an Anilam electronics
type MT 30M4-59
Max rpm 2400 volts 140 pulse amp 30
tacho 9.5 volts/ 1000 rpm

Thanks in advance for any help

Van