Vista - Macro help - Microsoft SideWinder X6

So I've just started playing an MMO - Age of Conan, and I think I'm able to use my Microsoft SideWinder X6 Keyboard properly for the first time. I pretty much bought it because it looked good... hah.. now I need to know how to set macros?

The game is pretty intense in the sense you must press your combo attack, then follow directions and press corresponding keys in order. I was hoping I could set up macro for some during pvp.

Would anyone be able to tell me how to do that? I'm completely over my head here, cheers.

So I figured out through its own software, but I cannot seem to figure out how to make it so theres 1 second wait between certain keys, etc, for the macro.

Unless someone can tell me by recording the macro during the game, how do I then select what I've recorded so I can use it?