Many real-world problems, particularly in manufacturing planning, can be expressed as multiple criteria problems. In this paper, we formulate a metal cutting operation, the turning operation, as a discrete multiple objective problem. The objectives are to minimize cost per part, production time per part, and roughness of the work surface, simultaneously. We discuss a heuristic, gradient-based multiple criteria decision making approach that we apply to parameter selection in metal cutting. The approach can be applied to any multicriteria problems with either discrete, integer, or continuous sets of alternatives. The approach is interactive and requires only paired comparisons of alternatives. For the metal cutting problem, we show how efficient alternatives can be generated by a discrete variable approach and how the gradient-based multiple objective approach can be implemented to obtain the most preferred alternative. We also discuss the software package for microcomputers as a decision support system for parameter selection. The newly developed Computer Aided Machine Parameter Selection (CAMPS) package is then compared to some of the recent commercial packages on the market. Some computational experiments are reported and some examples are discussed.