The Greeks don't like them becauase Macedonia is right next to the Greek province of Macedon - they're afraid Macedonia wants a nice little sea coast and reunite classical Macedon.
Reminds me of what my old Ancient Greek History teacher in college said - back then, the Macedonians were definitely Greek but the Greeks to their south didn't want to think of them as such. Now, the Macedonians are definitely not Greek but the Greeks to their south claim they are. As he put it: "I never thought I'd see that silly argument re-emerge."
