Hi, sparcle!
There's no automatic shortcut for undoing operations made within a macro. If anything'd need to be undone, you should store the previous states of everything changed and then restore them upon proper condition.
Give a look to these links, maybe you find them useful:
http://stackoverflow.com/questions/339228/building-undo-into-an-excel-vba-macro
http://www.teachexcel.com/excel-help/excel-how-to.php?i=515841
The Application.Undo method cancels the last action done in the user interface.
There's another method, Application.OnUndo (text, procedure), that sets a tag (text) to establish the Undo menu element and the procedure name associated to be run if you choose Undo from Edit menu after running the procedure that sets this property. If a procedure doesn't use OnUndo method, Undo command will be disabled.
If further help needed, go to the VBA editor, type OnUndo in the Immediate window pane, click over typed characters and press F1 to get the built-in Excel help.
Regards!