Here is an example of how you can override the SendMacro method 
on the TWebApp to add features to built-in macros such as JUMP.

Thanks to Matthew Kleiderman for this code.
  <Matthew_Kleiderman@synetics.com>


procedure TMyWebApp.SendMacro( const Text : string );

var
   destinationPage : string; {The PageID of the page in the JUMP macro}
   visiblePhrase   : string; {The portion of the macro after the PageID}

begin
  if CompareText( Copy(Text,1,4), 'jump' ) = 0 then begin
    destinationPage := Text;
    System.Delete( destinationPage, 1, 5 ); {Remove the leading 'jump|'}
    visiblePhrase   := destinationPage;
    System.Delete( destinationPage, pos('|',destinationPage), 
      Length(destinationPage)-pos('|',destinationPage)+1 ); {Remove the visible phrase}
    System.Delete( visiblePhrase, 1, pos('|', visiblePhrase) ); {Remove the Destination PageID}
    with WebOutput do begin
      Send( '<A HREF="'+CGIApp+':'+destinationPage+':'+IntToStr(Session)+':'+Command+'" ' );
      Send( 'onMouseOver="(window.status='''+visiblePhrase+'''); return true">' );
      Send( visiblePhrase + '</A>' );
      end; {with WebOutput do}
    end
  else
    inherited SendMacro(Text);
end;