Cancel palette during macro

I am trying to add a palette with a "cancel this macro" function but I can't get it right. I tried all the ways I could and sometimes the palette doesn't show or it disappears in 1 sec or sometimes the "cancel this macro" doesn't work.

Is there another way that KM can pop up an image or anything that when I click over, cancels a specific macro? I need to keep the palette (or whatever it is) during the whole progress of the macro and make it disappear after it is done. Other thing is happening and I don't want is, if I start the macro on my iMac, my macbook opens the palette as well. Is there a way to make it happen just on the current computer?

Thank you