First you need to be able to look at the property sheets. They are ASCII files so you can look at them with an editor. They have the file extension 'props'.
To access in VS 2010, select View ==> Property Manager option.
The property manager contains a list of projects. Select the project you want to add a new or existing property sheet. Right click on the project to see the options. Adding are creating, puts the sheet in both debug and Release configurations.
Right click the property page and the property page will appear. Select the User Macros property. This displays a pane where you can add or remove macros. The macro is added under both debug and release.