Stop Macro

Is there an action that will stop a macro so that I can enter it places to check to see where it is doing what I want it to do? I have tried using pauses, but it doesn't fully exit it. If not Is that a way I can step through the macro by using the keyboard.

Take a look at the Macro Debugger and Alert action. Either one can/will pause the macro. The debugger will even allow you to step through each action in the macro which is nice.