I love it when people answer with just "mindgames."
Buddha: You can't chain throw Marth >.< He doesn't even need to DI most the time, just jump. But that doesn't mean that you can't dish out some mean grab combos. After I got frustrated with trying to chainthrow Marth, I simply learned to abuse his DI. Grab -> blizzard -> d-throw -> reverse d-air -> f-smash behind Popo.
Wobbles has the right idea, I'll just add in a little bit. As said, WD outta shield is THE technique to win this match. While Marth has crazy range and what nots, his only real finisher is his foward smash. This also happens to be his laggiest move. If you get tipped in your shield you can usually get away with a WD -> jab -> grab. Since Wobbles pretty much covered the defensive game into approaches, I'll just elaborate on the "what to do" after you get in.
Well alot of people seem to know what's up when they get a grab with Nana around, so I'll shed to light what to do when you get a grab with just Popo. After Nana gets killed off (which can happen stupidly fast in the match up) Popo can still be a force to be reckoned with. At lower percentages, Marth has 2 immediate actions he can do after getting grabbed: He can either DI away or not DI at all. When he DI's away the best option is to follow with a shffld n-air and try to chain grab, or try a dash attack and pop him up for some u-air -> u/b-air. If he doesn't DI the solution is just as simple, u-tilt or u-smash and follow with u-airs to u/b-airs again. Likewise, anytime you get Marth in the air your going to want to avoid charging in with b/f-airs and utilize your u-airs. The exception to this is when you manage to grab Marth at high percentages. In this case d-throw -> back is your best KO option.
As obvious as it should seem, a huge mistake a lot of IC players make is improperly edge guarding Marth. When he's off the ledge, don't just stand by idly. Go ahead and fire some desynch'd ice blocks, anything that might impede his ability to get back on the stage. If you happen to have Nana alive, fast falling a b-air shouldn't be over looked. You can score a quick kill with this and still make it back with a hammer squall. Another thing to keep in mind: Never get so distracted by your pretty desynch'd edge guards to overlook the obvious. If you've been firing iceblocks and Marth is getting really close to the stage, grab the ledge. At this point he has no option but to over shoot the ledge or die (assuming he has used his second jump). Perserve your invincibility and WD from the ledge and grab or d-smash him when he gets back on the ledge.
Oh, and make sure you use lots of mindgames. Haha, I'm funny.
