Highrez

As the title says, I need to switch to ''game B'' when the macro is running in the ''game A'', how can I keep the macro running when I switch to other windows?

Sorry. I don't think that's possible, at least not the way XMBC does things. It sends things to the windows input buffer and that means it goes to the active window, so if the input is taken away from game a, any keys pressed would certainly no longer be applying to game a as it no longer has input focus.