Do you really mean exit, or just stop so you can see what's going on?
Stop, as Howard suggests, is one option, although strictly speaking this
doesn't exit the macro -- having stopped, you can resume from that point by
pressing F5 or F8.
You can insert a breakpoint by selecting any instruction line and pressing
F9 -- execution will halt at that point.
You can use a Debug.Assert statement. Add the condition under which
execution should halt, or use Debug.Assert FALSE for always.
But if you really mean exit the macro, use Exit Sub.