Macros in Visual Studio

I was stumbled by some trouble in Visual Studio 2008 today:
arghhh! macros refused to run!
Even the simplest code in VB demonstrates that VS doesn't run the code (Even if you put break-point on the single line):

Sub HelloWorld()
DTE.ActiveDocument.Selection.Text = "HelloWorld!"
End Sub

Only thing I did recently was that I installed several Windows Updates on my machine. And the same happends to my Visual Studio 2005.
Only post in MS Support knowledge base was not up-to-date. At least I had different symptomatics with this. In an hour cursing policy of continuous updates I run Visual Studio 2008 installation and forced it to repair.

Indeed that helped for VS 2008, but not for VS 2005