The <Insert Pause> button on the Edit Macro window allows you to pause the macro when the macro is playing back. Then have the option of continuing the macro or stopping the macro.
You are required to enter the x and y location on the screen where you want the EZ Macros Pause window to appear when the macro pauses. Also if you like you can enter a custom message that will be displayed when the pause window appears. Here is what the pause window looks like when the macro is paused.