#define isn't used in C# (well it is sort of, see below, but the general usage isn't available)
You can't use it to create macros. Bloody annoying, but get over it – you can't! So instead use constants.
See constants here
How #define is used in C#
#define is only used to create something to test against (e.g. #if DEBUG #endif)
#define can only appear at the start of a file.
#define only has scope in the file it is defined in.
Global defines in C#
You can define for an entire project in Project Properties > Build > Conditional compilation symbols