Here is a Brain that will enable fast jogging when holding the shift key.
http://www.ajaxcnc.com/ajaxbb/download/file.php?id=210
Copy this to your c:\mach3\brains directory and then enable the Brain in Mach by selecting "Operator"->"Brain Control"->"Reload All Brains"->
select fast_jog.brn then check the "Enabled" box ->"Reload All Brains"