Unfortunately, VBA, the macro programming language used in Excel, doesn't natively support multithreading for parallel processing within the same Excel instance. This is a limitation because multithreading could significantly improve the execution speed of complex macros that involve heavy calculations or data manipulation.

However, there are alternative approaches to achieve some level of parallelism in your Excel macros:

1. COM Automation (Using External Applications):
- You can leverage COM automation to call functions written in languages like C# or Python that do support multithreading. These external functions could handle the computationally intensive parts of your macro, while VBA manages the interaction and data exchange.

2. VBScript Worker Threads (Limited Parallelism):
- This approach involves creating separate VBScript instances within the same Excel process. Each VBScript instance can then execute a portion of your macro code, achieving a limited form of parallelism. However, be cautious as this method can introduce complexity and potential instability.

3. Copying Workbooks (For Independent Calculations):
- In specific scenarios, you could copy the workbook and run separate macro instances on each copy. Each macro would operate on a different data subset, achieving a kind of parallel processing. However, this method requires significant memory and can become cumbersome for complex tasks.

Important Considerations:

- These approaches generally require more advanced programming knowledge and can introduce additional complexity to your macros.
- Carefully evaluate the trade-offs between potential speed gains and the increased development and debugging effort.

Here are some resources for further exploration (avoiding URLs):

* Search for "[VBA COM automation]" to learn about using external applications with VBA.
* Search for "[VBA Multithreading with VBScript]" to explore worker threads (proceed with caution).

If your macros are highly CPU-bound and involve large datasets, it might be more efficient to consider alternative tools or environments that offer native multithreading capabilities.