- If the halo of the lensing galaxy 0957+561 is made of massive compact objects (MACHOs), they must affect the lightcurves of the quasar images Q0957+561 A and B differently. We search for this microlensing effect in the double quasar by comparing monitoring data for the two images A and B - obtained with the 3.5m Apache Point Observatory from 1995 to 1998 - with intensive numerical simulations. This way we test whether the halo of the lensing galaxy can be made of MACHOs of various masses. We can exclude a halo entirely made out of MACHOs with masses between 10-6 Msun and 10-2 Msun for quasar sizes of less than 3x 1014 h60-1/2 cm, hereby extending previous limits upwards by one order of magnitude.