In this paper, we develop an artificial neural network method for machine setup problems. We show that our new approach solves a very challenging problem in the area of machining i.e. machine setup. A review of machine setup concepts and methods, along with feedforward artificial neural network is presented. We define the problem of machine setup to assessing the values of machine speed, feed and depth of cut (process inputs) for a particular objective such as minimize cost, maximize productivity or maximize surface finish. We use cutting temperature, cutting force, tool life, and surface roughness (process outputs) rather than objective functions to communicate with the decision maker. We show the relationship between process inputs to process outputs. This relationship is used in determining machine setup parameters (speed, feed, and depth of cut). Back propagation neural network is used as a decision support tool. The network maps, the forward relationship, and backward relationship between process inputs and process outputs. This mapping facilitates an interactive session with the decision maker. The process input is appropriately selected. Our method has the advantage of forecasting machine setup parameters with very little resource requirement in terms of time, machine tool, and people. Forecast time is almost instantaneous. Accuracy of the forecast depends on training and a well determined training sample provides very high accuracy. Trained network replaces the knowledge of an experienced worker, hence labor cost can be potentially reduced.