Hi picnic,
You can name your macro file nearly anything you want. By convention they end in ".e".
Be careful not to use the same name as any supplied macro file. (They are under macros/ in your installation directory. For example, if you name your file "util.e" (the same as a supplied macro) and compile it, it will replace the definitions in the supplied util.e, which will be very bad. (It is easy to fix if you do it by accident, just reload (recompile) the supplied macro.)
The simplest thing to do is prefix your own files with something unique, such as "picnic_".
Regards
John Hurst
Wellington, New Zealand