This is how I do it:
1. Go to Start > All Programs > Microsoft Keyboard > Microsoft Keyboard.
2. Scroll down a ways and you should see the SEND key listed.
3. Click the Assign/Manage Macro button and a new window will open
4. Give your macro a name if you wish and click inside the macro area. Press Ctrl+Enter and watch it build.
5. Hit OK and your macro should now be assigned. Click OK and life is good!
PS: let me know if you can't see the images.