Well, one way is to redesign training so that macroing it makes no sense at all.

One way of doing this is by turning a simple "train" verb, into a puzzle minigame, or something similar. Players get to train, they have more fun than they would by pressing a button, and it's not macroable.

Another way of doing this is by making training happen all the time. Instead of needing to manually train every so often, it would just happen automatically. A player could get so much training done every hour, or every day. They might not even have to be logged on for it to occur, or they could gain more benefits from it while they're logged on, or something else. There's plenty of options to choose from.

By programming it in...Really though, something like that should be easy. Jon gave you the ideas, it's up to you to make them a reality.