Thanks to those who already replied to this thread.
Here is just a little more explanation of what is going on.
The machine needs both a command to turn on the spindle and needs to know what speed to go to. This is achieved by telling the spindle to turn on using an "M3" command and also telling it what speed to go to "Sxxxx" where xxxx is a number between 0 and 10,000 rpm.
For example to turn on the spindle and set the speed to 5,000 rpm, type "M3 S5000" into the MDI window then hit the "Enter key". (omit the quotation marks when typing the command).
To turn off the spindle type "M5" into to the MDI window and then hit the "Enter" key.
Jonathan