How does one set the drawing units relative to real world such that long lines are not off the screen?
Welcome Dexis,
Perhaps you are confused between units, scale factor and zoom?
Note that progeCAD (and AutoCAD) units are arbitrary and can be utilized to mean whatever you wish:
http://www.caddit.net/forum/viewtopic.php?p=736#736
How this geometry fits to your screen is controlled by the zoom factor which is controlled by the scroll wheel of your mouse or using the zoom command.
Please let us know if you need more information.