1. In a computing environment including one or more interconnected agents, including an application that includes access to one or more macros for communicating with a Web Service, a method implemented by a computing system with a processor of securing communications between the one or more macros and the Web Service, the method comprising: at a macro accessed by an application, generating a particular request for data from a Web Service, wherein generating the particular request for data comprises: generating commands for retrieving data; generating security information, the security information including one or more claims that indicate to the Web Service that the macro was authored by an authorized macro author and that the macro is authorized to access the Web Service; and embedding the commands for retrieving data and the security information in the request; a macro processing module accessing the particular request and analyzing the particular request, based on one or more policy statement, to determine whether the macro has authority to access the Web Service; and wherein, if it is determined that the macro has authority to access the Web Service, the macro processing module sends the particular request for data unmodified on to the Web Service, and the macro receiving the requested data from the Web Service in response to the particular request and in response to the Web Service determining the security information, including the one or more claims, provides appropriate authorization for the macro to receive the requested data, and wherein, if it is determined that the macro does not have authority to access the Web Service, the macro processing module refrains from sending the particular request for data on to the Web Service.