You have been already introduced to the macros by the section 1.8. An user's macro is a Bourne shell script which uses a normalized header, and which calls a sequence of commands, such as MegaWave2 modules.
Since system's macros use the header of the user's macro to perform some operations, as to make the documentation of the macro (see section 7.2), you have to correctly fill the header when you write a new macro.
In order to easily recognize a user's macro from a user's module (they are located in the same source directory), we use capital letters to name macros (at least for the first letter) and lower letters to name modules. We recommand you to follow this convention.