how can i create a macro that in column "D", look for first cell with a
value, go down until blank cell, delete three rows down, and continue the
same procedure.

lets say:

column D

row 5 100
row 6 200
row 7 blank
row 8 500
row 9 blank
row 10 400
row 11 80
row 12 blank
row 13 90
row 14 blank
row 15 100
row 16 300

result should be:

column D

row 5 100
row 6 200
row 400
row 80
row 100
row 300

thanks a lot