There are many versions of the ICC, and McGraw and Wong (1999; Psychological Methods, vol. 1, no. 1, pp. 30-46) discuss many of them. They show how to get confidence intervals. This is not built into the macro. A different macro is given in: http://www.nesug.org/proceedings/nesug07/sa/sa13.pdf
This one calculates a much more limited set of ICCs, but it does give confidence intervals (using one of the possible methods).