Cross-platform defining #define for macros __FUNCTION__ and __func__

Compiling with gcc 4.4.2 and WinXP Visual Studio C++ 2008

#if defined ( WIN32 )
#define __FUNCTION__ __func__
#endif

As I want to use the macro to display the function name. I have done the above so I can cross-platform, and use the same func when compiling on linux or windows.

However, when I am compiling on WinXP I get the following error:

__func__ undeclared identifier

Can I not #define a macro like this?

Many thanks for any suggestions,