If you want to constantly monitor for events, you should make an add-in. Keeping a macro on to monitor events eats up a lot of processor bandwidth and is not as reliable.
Get familiar with the "Withevents" option when defining object variables. You need to specify this, or you simply will have no access to an object's event triggers.
I have a VB6 template for creating addins from macros. It is on my website somewhere, . (I can't remember the exact link, I am in China at the moment and can not get access to my own site over the "Great Firewall of China".)