There's really no simple way to pause to run an auto zero macro in the middle of your program.
What I do is have a separate fixed plate mounted to the machine. After setting zero with the first tool, the tool goes to the fixed plate and stores it's Z location.
During a tool change (M6), the machine moves to a tool change position, and Mach3 stops and waits for you to change the tool. After pressing Cycle Start, the M6End macro sends the tool to the fixed plate, and zeroes the new tool using the fixed plate.
After the initial too zero, the procedure is fully automatic except for changing of the tool.
My 2010 Screenset is set up to do this automatically. I think that Big Tex has a similar screenset.
Lot's of info on these macros can be found in this thread:
http://www.cnczone.com/forums/mach-w...x-version.html