Try workspace properties -> environment.
Alternatively, in project properties, on the open tab, you can specify commands to be executed when a project is opened, including setting environment variables. I don't know if you can specify the name of a slick macro here or not.
Alternatively, you can write your own slick macro with the macro name prefixed by _workspace_opened_ and it will get called when a new workspace is opened. You can get the name of the current workspace with _workspace_filename
Graeme