During the 2010 installation, you won't lose any macros. The installer puts the 2010 macros in a separate folder, and the user needs to copy them into their profile folder.
The only macros that would overwrite yours would be the M6Start and M6End macros., You can choose to use the default macros if you'd like.
The screenset should have no affect on any of your other Mach3 settings, or Mach3's operation.