DA900EX Captain reports aircraft climbing; on its' own; from 3000 to 4000 feet while the FMC route is being modified to facilitate a circling maneuver for landing.

Narrative

We were on vectors inbound to capture the Runway 6 localizer circle to land Runway 1. At a previous training event we were demonstrated a method of setting up our FMS to facilitate an easier circle approach with better situational awareness. We were level at 3000. The First Officer was working on the setup and I offered some assistance. My attention to flying the aircraft was reduced for a brief period of time. During that time; we both heard and noticed the power increasing and the aircraft in a climb. I immediately disconnected the autopilot and descended back down to 3000 assigned altitude. The highest noted altitude was 4000 FT. There was another aircraft at approximately 4000 FT; 5 miles ahead of us. We were instructed to descend to 3000 and turn left to 360. No TA or RA TCAS was received. I do not know the specific source of the climb command. It is possible the Autopilot was in VNAV mode although I have strong doubts about that. If it were in VNAV then perhaps the changes to the FMS routing we made; including reloading the Arrival Procedure; would explain the climb. However we are positive 3000 FT was in the ASEL (Altitude Select) and the autopilot was engaged in Altitude Hold. My understanding is the VNAV honors ASEL so that may not be the answer. The other possibility is we were very close to intercepting the Runway 6 localizer. It is possible it captured the localizer and received a false glide slope indication. As a result of this event I will be more vigilant as the flying pilot to fly the airplane particularly in a high work load environment.