Seems like the macro's folder is not the same as what's is mapped in your solidworks. You can either
1) Move all your macros to the same folder mapped in your solidwork (simple )
2)Open each macro button on your solidworks and remapped to the correct macro folder (done on each macro)
How to batch
Use the "copy settings wizard" and make a copy of your SW registry. Open the ".reg" file with notepad and do a simple text search replace.
That will find all your macro paths and doesn't take long to update.