You just need to teach SE about the macro:
Go to Tools|Options, and type "preprocessing" in the search text box.
Click on the C/C++ Preprocessing node (either the ANSI-C one or the C/C++ one depending on which language you're using).
Add a preprocessing definition in the list there to teach SE how to interpret the macro.
The reason this is needed is so that SE doesn't have to preprocess every single directive in every single header file while trying to tag files. If SE had to do that, tagging would be very slow indeed. :-) In a sense, you are sort of building a customized "precompiled header for tagging".