#define
is a pre-compilation instruction which defines a symbol to be a specific value. It's similar to a variable declaration but you can't change it. (There is more to it than that, see
#define[
^] for a lot more details)
XYZ
is the symbol that you are defining - the variable name if you want.
((DWORD)0x000000FAL)
is the value that you are defining XYZ to be, in this case a DWORD constant value that fits in a LONG and has teh hexadecimal value FA
Each time the compiler sees
XYZ
it will replace it with
((DWORD)0x000000FAL)