If it's not a Microsoft addin with Undo included, I'm guessing you won't be able to UNDO any code that has been run....when a macro runs the Undo stack is cleared permanantly
I'd recommend, write code at the very beginning of your macro to always save a backup copy of your Workbook before running the rest of the macro. This is the only way.
There is not a way to undo an action by a macro. As it has already been stated in most cases running VBA removes the undo stack.
What the Boost addin is probably doing is doing a test of what state the sheet was in before and storing it in it's memory (for instance testing and storing in memory what color a cell is, then making the cell yellow then when you do Ctrl + Z calling the originally stored information).
Basically doing a back up of the previous settings similar to what jtakw has already suggested.
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