write a macro for your mages frostbolt as follows

/assist warlocksname
/cast Frostbolt

keep the macro icon as the question mark, as the "/cast Frostbolt" line will automatically select the frostbolt icon from your spellbook. Use that macro instead of using the actual skill from your spellbook.
Thats a pretty simple and basic macro, and should help you a lot until you learn more about macros.
I'm still relatively new to Multiboxing as well, but once you get into it, you learn how to utilize macros ingame pretty quickly.

I would also suggest if your using keyclone to make use of the built in maximizer and create a small pip window so you can monitor your mage while you play your lock without having to alt+tab out.

http://www.solidice.com/keyclone/layouts/index.html - Maximizer layouts
http://www.solidice.com/keyclone/vid...mizerSDx4.html - Video Tutorial on setting up maximizer