the spinning around thing is possibly due to having focus follows mouse enabled on keyclone - this is a known issue.

characters running off is usually attributed to autorun being pressed and not properly passed - i just tend to diable it from all my slaves

as for them all going crazy when writing a macro - as long as you are careful ie. type /macro <enter> in the main window it should be duplicated in all other windows and open the macro dailogue box, unless you are not passing some characters to the other windows. i often write macros for all 5 at once in this way (you just have to check that all 5 at at the same stage of the procedure.