It's probably best to give some examples.

EVE Online Bots and Macros

One way to make money on EVE Online is to mine. This is extremely boring and time consuming. Bots/ macros are programs to do it for you.

Maintenance Bots

A lot of annoying programs enjoy making shortcuts on the desktop, or folders in My Documents. Maintenance bots could automatically delete these files/ folders without you even noticing.

Input Macros

Some games require users to have several hundred fingers to play them. Input macros groups commonly used sequences of keyboard or mouse presses into one. For example, you might want to crouch while shooting at an enemy. An input macro would allow the user to crouch and shoot while only holding the mouse button.