What exactly are you doing in your journal? I just performed a test using NX 6.0.5.3 where starting in Modeling, I created a Block feature and then edited one of it's parameters. When I ran the journal it did just that and left me in Modeling, as I expected it to.
John R. Baker, P.E.
Product 'Evangelist'
Product Design Solutions
Siemens PLM Software Inc.
Industry Sector
Cypress, CA