Slaw, which macro program are you using?
Edit: I found a great one that was already mentioned on these forums a while back, I just never seemed to understand it back then, but now...it's really quite simple. So, for those who want to use it:
Download AutoHotKey at http://www.autohotkey.com/download/
Open it and when it asks if you want to make a test script, click yes, when notepad opens with the script in it, select all and delete and just put "#:: Send abcdefghijklmnopqrstuvwxyz" (without quotes). Then load up the AutoHotKey.exe file and when you need to type the alphabet, just hit the Windows key and together.
Edit 2: Complete fail, why didn't it work?