Usually you set the stitch length to zero, because the movement of your hands controls the stitch length.
Some people have better control with FMQ if they leave the feed dogs up. If you do this, it's even more important to set your stitch length at zero. (It doesn't matter as much when feed dogs are dropped because they are moving underneath the bed of the machine, therefore not actually moving the fabric forward; however, it's still a good idea to set stitch length to zero.)