In the client there's a way to save your macro's and map markers for easy movement to another character. I was unable to move them amongst computers in this manner, however. Assuming you installed to the default location...
C:\Program Files\PlayOnline\SquareEnix\FINAL FANTASY XI\USER\
There will be one directory for each character you have, but they won't have the name of your character (one of mine is c70c28). Open those folders and look for mcr.dat - mcr9.dat. The are your macro palletes with mcr.dat being pallete 1 and mcr9.dat being pallete 10. You can open these with notepad and get a pretty good idea as to what the macros are (handy if you have multiple characters and need to find a particular set).
There are also a handful of files for your map markers. These follow a naming format of M10000.MRK and the like. Copy those and the mcr*.dat files to your other computer and you should be good to go.