One of the few reasons not to upgrade from Windows 3.1. Microsoft thoughtfully provided the ability to record and play back (but not edit) small macros to automate Windows processes with Recorder, but dropped the program in Windows 95. It was incredibly useful despite its limitations, considering that it was provided at no additional charge with Windows 3.1. Perhaps too many newbies were confused by it, for the same reason that Microsoft no longer installs such goodies as Cardfile and Clipboard Viewer with Windows any more.
The only way to get macro capabilities nowadays is to install something like Microsoft Office or Visual Studio to write some VBA code.