preprocessor question

[Jens Bernhard Fiederer]

We would like to define a macro that includes conditional compilation,
i.e., is of the form 
#define MACRO(.....) \
......\
#if .....\
.....\
#else\
.....\
#endif
......
,,,,,

Our pre-processor expands the macro, leaving the #if's.
Is this a bug?  Is there a way to force a second pass of the preprocessor?
If there is, how do we force the #if, #else, and #endif to the beginning
of the lines?  Can Shirley find happiness in the arms of a Siberian dancing
bear?

Pleadingly Yours,
Azhrarn and Rick
-- 
Reachable as
	....allegra![rayssd,rlgvax]!ccieng5!jbf
Or just address to 'native of the night' and trust in the forces of evil.