First day at Blender, some questions.

I have created a cylinder with add/mesh/cylinder, brought up the f6 key, but I can not find where I would add segments to the cylinder I just created. Am I missing something?

Use Ctrl+R to loop cut the cylinder http://wiki.blender.org/index.php/Doc:2.6/Manual/Modeling/Meshes/Editing/Subdividing/Loop_Subdivide

Not quite like 3ds max, I want a mathematical precise cut, so if the cylinder is 15 units high, there is a cut every 1.5 units. Should not the segments settings be on the creation side of things? This is very difficult for me as I come from Autocad, and I really like accuracy and not freehand, unless freehand is required for that situation.

I think you meant subdivide as this gives you precise intervals. Thanks

The first parameter in the F6 popup is the number of segments; it’s called ‘Vertices’, even though the actual number of vertices is twice that (or twice that plus 2 if you have a triangle fan end-cap).

Best wishes,
Matthew

F6 controls the amount of vertices around the circle part, i want to be able to set the amount of segments along the length. In 3ds Max, it is parametric, and it is dialed in at creation.

Are these settings in the F6 box ? The answer is No. So matter what other applications do, you have to subdivide it yourself afterwards or write your own script to give the option. You could then share that with other blender users

Not quite like 3ds max, I want a mathematical precise cut, so if the cylinder is 15 units high, there is a cut every 1.5 units. Should not the segments settings be on the creation side of things? This is very difficult for me as I come from Autocad, and I really like accuracy and not freehand, unless freehand is required for that situation.
If you do 9 cuts then they will be precisely 1.5 units as you want. Blender is not a parametric/CAD software. If you want that then use a more appropriate solution.

If you like accuracy then you are doing it wrong. Blender is mainly a polygonal modeler and polygonal modeling is about approximation.
Sure you can get more precision/resolution by adding more polygons with subdivision surfaces for example, but again through approximation since subdivision surface uses an approximation scheme.
NURBS modeling and solid modeling is for CAD and precision. Perhaps you should look into those.

Not a direct answer for your question but here are some very helpful hints about precision work in blender in this blog entry: http://blendermama.com/precision-work-in-blender.html