I'm assuming that you've already created the macro setting, but if you haven't, here's this part:
- Click on the "Macros" button in the toolbar at the top.
- Click on "New" at the top of the Package Editor
- Where it says "Key:", press the up arrow
- In the script area, type "n"
- Save, then close the dialog box

After the macro has been created:
- Click on the "Prefs" button at the top in the toolbar
- check the box that says "Allow any key to be a macro". This is in the very first menu that comes up under User Interface > Command Line.
- Press the "Okay" button, then close out the box.

I tested it in my version of CMUD and it worked. Let me know if you still have trouble.