I would totally agree with Kevin. Either use a VM or Boot Camp.
Although VBA in Mac Office is getting better (I'm ignoring 2008 which was an abomination in most respects for me) it's a long way behind Windows versions. It's still missing features, arguments, the VBE is awful and it's much much slower to run. To be honest, I don't like Mac Excel much even ignoring VBA because so many keyboard shortcuts are different/don't exist.