How to map a Visual Studio macro to a keyboard shortcut?

The complete answer is here: http://msdn.microsoft.com/en-us/library/a0003t62.aspx

Excerpt:

1. Choose Options on the Tools menu to display the Options dialog box.
2. In the Environment folder, click Keyboard.
3. In the Show commands containing box, type "macros." Once you do this, all commands beginning with the word "macros" appear in the commands list.
4. Scroll down the list to your macro.
5. Click the Press shortcut key(s) box type a key combination, such as CTRL+SHIFT+ALT+A. This will be the keyboard shortcut that executes the macro. You can use a different key sequence if you prefer.
6. Click Assign and then click OK. Your macro is now bound to that keyboard shortcut.