You should be able to stop it by issuing the same hotkey start sequence, such as CTRL-ALT-1. Note this won't stop the macro immediately, but will queue it for stop the next time the macro is acted upon.
Another way to stop the macro is to right-click on the little running-person icon near in the lower right of your toolbar. When that icon is present, it means a macro is active.
Also pressing Scroll-Lock + Pause together will stop your macro.
From the avialable Help menu:
"...please note that macros that consist of a lot of keystrokes can send the keystrokes rather quickly and Windows will buffer up the keystrokes. Once such commands have been buffered up in Windows, aborting a macro will not cancel them. In these cases, it may appear that the abort command did not work when in reality the macro has already finished issuing its commands and Windows is now processing them."