Using Defined Constants In Stored Procedures

I would like to create a file named macro_def.m that contains the following:

define(_HELP,1000)
define(_INSERT,2000)
define(_UPDATE,3000)
define(_DELETE,4000)

define(_retcode,`eval($1)')

Then in any stored procedure that I have I would like to do something like:

CREATE PROCEDURE [dbp].[sp_AddNew]
INCLUDE "macro_def.m"
BEGIN
insert into tablex (name,number) values ("text",_retcode(_INSERT))
END
GO

Questions:
What is the syntax in the SP to inlude a file like macro_def.m ?
Where do I save the macro_def.m file ?
Do I need to include a path in the INCLUDE statement ?