Chris,
You could insert MsgBox actions within the macro, which would indicate
the progress of the macro's execution. Or you could put an OpenForm
action at the beginning of the macro, to pop up a little indicator form,
and a CLose action at the end to close that form, which would indicate
that the macro had finished. Or you couls have a Label on a form that
is open when the macro is running, and use SetValue actions throughout
the macro to change the Caption property of the label to indicate what
stage the macro has reached.
Just a few possible ideas...