If your talking about the part your showing above and your doing that part without a second op to finish the outside, then, yes, you want to "climb" mill (clockwise) to get the better finish on your part. You are slotting like Kaz explained, but the climbed side will usually have a better finish than the conventional side.
Oh, and congrats on your new machine....you ****!
Oh, and congrats on your new machine....you ****!