Which drawing standard are you working to? ASME Y14.5-1994 para 1.7.1.4 states "Crossing dimension lines should be avoided. Where unavoidable, the dimension lines are unbroken."
If you wan't to move the gap later on I think the option can be found through Edit -> Component -> Move component. You can also delete them with the delete component The choice of component instead of break has always mystified me, Pro/E allows you to move the breaks with drag handles. Maybe this has been integrated into NX4 I'm just speaking from NX2 experience.
If I am wrong about the command sequence listed please correct me.