As far as I can tell there's no way to do this in the activehome program. However your activehome definitions are in a .ahx file. This is simply XML. If you can read HTML you can read XML.
WARNING: please make a backup copy of your main .ahx file before trying to edit it. If you're not sure how to make a backup, and then use it if something goes wrong with your editing, then don't try this.
I've been able to copy and rearrange the macros and rooms in my activehome .ahx file with a simple text editor like wordpad or my favorite vim (
http://www.vim.org/). You have to do some mapping of ID's defined in the file to make sure you get what you want but if you have a macro that is almost exactly like what you want you have a template to start from.
I've only manipulated macros and rooms with a text editor but I've had no problems. It would be nice if I could find a copy of the DTD file to go with the XML in the .ahx file, and in the XML files used to save configuration information. That would make editing them easier. The configuration file is particularly frustrating since some of the configuration values don't stick and I suspect a DTD problem. The haven't touched the .ahx sections on timers and other properties. Without the DTD as a road map it would be too easy to mess things up.
Mostly I've used this to rearrange the order of things in my system. Macros and rooms are always in the order you create them and I have 44 macros in 10 rooms in my house. When I add something new I like to rearrange things to be in a logical order rather than the order in which I thought of them, which is not necessarily logical :-)