Static would be my first guess, and easiest to remedy. Ground the stand that the vinyl rest on. You can either run a grounding wire from the stand to a ground point on the cutter, or to a local ground such as the ground pin on a standard outlet.
Second possible problem is that you're using a mac. The MH cutters are sold as not compatible with macs. I suspect this is more an issue with the cheap usb chipset than anything else. which brings us to the 3rd thing.
Are you using USB or serial? Serial is recommended as the USB-2-Serial chipset built into the MH is cheap junk. If you don't have a true serial connection you can get a tripp-lite adapter. It is the only one known to work every time, all the time.