Visual Studio 2012 Isn't working as expected

I've been using Visual Studio 2012 Express for about a week now, and I've encountered this problem several times:
VS2012 seems to have a problem with #defines. When I create a new header file, add it to the solution, and write header guards, I get "unexpected end of file" errors trying to compile.
Furthermore, when I do :
#define THROW_EXCEPTION throw talkativeException(__LINE__);
and then try to use the macro THROW_EXCEPTION, I get the IntelliSense squiggly red line and also failure to compile.
None of this happens when trying to compile with CodeBlocks.
What's going on?
#include "stdafx.h" if you are using precompiled headers (this is the default)

We need more information, what error value is it throwing. Would you mind supplying us with the Error number.

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