MicroStation is fairly consistent in how it displays prompts and messages in the Status bar at the bottom of the window. To make your macros mimic standard MicroStation commands you should display messages in these areas as well.
ShowCommand
The ShowCommand method displays a string expression in the Command field of the status bar.
ShowCommand “MyMacro”
ShowError
The ShowError method displays a string expression in the Error field of the status bar.
ShowError “Invalid Input”
ShowPrompt
The ShowPrompt method displays a string expression in the Prompt field of the status bar.
ShowPrompt “Enter first vertex”
ShowStatus
The ShowStatus method displays a string expression in the Status field of the status bar.
ShowStatus “MyMacro Exited”
ShowMessage
The ShowMessage method displays a string expression in the Message Center area of the status bar.
ShowMessage “Thank you for using MyMacro”