In the operation you can specify whether it does Conventional/Climb/Mixed.. If you want it to zig-zag and not lift-up between cuts then used Mixed.
EDIT: The setting in the operation says "Dir", as in "Direction". Cuts can come out better/worse depending on the direction the tool is moving when cutting, but in most cases for the parallel/contouring type operations you can just use mixed to get an optimal run time. Happy cutting!