No it's not possible to make VC stop part way through a macro to wait for user input. This feature has been requested before.
It's possible to do want you want though using confirmation and events. There are several examples on the forum that use this method.
Basically it works like this:
At the point where you would like to pause for user input, you use an event to execute another command that is marked as requiring confirmation. That command will then execute if the user says "yes".