I would catch her early in the day, before work has actually started, even if you have to make a special trip in to talk to her.
Say "Manager, I want to tell you that I have been applying for a second part time job. You might be getting a call to verify my employment and I don't want it to come as a surprise. I like my job here and I don't intend to leave but right now I'm not getting enough hours to allow me to support myself. I promise to make this job my priority. I don't want you to get a call and think I am planning on leaving."
If you currently work a flexible schedule you'll need to add something like "I'm going to try my best to not let the new job interfere with my hours here but it would be great if I could have a set schedule so that we can avoid scheduling conflicts."
Most managers know that when an employee takes on a second job that despite any promises, the employee's days are numbered -- not only is the new job more "fun" but it is a lot harder to make scheduling requests when you're the new kid. Especially when it's a big company like Macy's. They'll schedule you when and where they need you and expect you to deal with it.
IF you've been a really great and reliable employee your manager will try to keep you from going to work elsewhere.