Macro That Creates Many Macros

I am having a problem trying to create a macro that will loop in order to create several macros. I have a long macro (call it mainmacro) that needs to be able to create several simple macros to be used by the user of the workbook. Each macro has a variable that needs to be taken from mainmacro. Each macro is different based on the value of the 'i' loop variable that the macro is created in. i'm sure im making this sound more complicated than it really is...basically:

Sub mainmacro()

'lots of code not relavent to this issue here

For i = 1 to 10

'create 10 macros that, when run, would highlight A1, A2, etc.
Range("A" & i).Select

Next i
End Sub

This is just an example. But, basically, i just want to be able to automatically create a bunch of macros with a variable from mainmacro.!