Doxygen latex misinterpreting preprocessor definition

Doxygen latex misinterpreting preprocessor definition

So I'm trying to create some PDF's using Doxygen.
I've installed MiKTeX on my Windows 7 box and have managed to get all the
Styles needed to get Doxygen to generate a PDF.
Problem is it never resolves 1 cross-reference no matter how many times I
re run. (The first re-run tends to get everything but this)
The cross-reference is a Class that looks like this.
class __declspec (dllexport) CLASSESREALNAME {
//Stuff
}
I found this section that helped remove the error when generating HTML but
it appears that the latex make.bat never bothers looking at the Doxygen
Template and doesn't have any of the information about how to remove the
preprocessor definitions so it finds the right things.
Is this a bug in Doxygen?
Or more likely do I need to define or do something to make this resolve as
expected?
Thanks ahead of time.
As an after thought should I be posting this here because it involves
LaTeX or on SO because it involves coding?
Feels like a gray area so I'll start here and see what the mod's think.