Macros??

Can someone please clear something up for me? I read a lot of people on the message boards say "if it fits your macros". Is that to mean your protein/carbs/fat etc? If so, how do you know what you should be intaking? Do you use what MFP gives you?

Also, my gut feeling if you went over on protein is it wouldn't be the end of the world? No? If you're in the calorie range?