they are stored in the vbproj file, so I would THINK you should be able to edit your vbproj file manually to include any conditional compile constant you want.

it is under a node for <PropertyGroup> here is the node from the vbproj file where I made my screen shots for you

VB Code:
  1. <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">

  2.     <DebugSymbols>true</DebugSymbols>

  3.     <DebugType>full</DebugType>

  4.     <DefineDebug>true</DefineDebug>

  5.     <DefineTrace>true</DefineTrace>

  6.     <OutputPath>bin\Debug\</OutputPath>

  7.     <DocumentationFile>RougeApp.xml</DocumentationFile>

  8.     <NoWarn>42016,41999,42017,42018,42019,42032,42036,42020,42021,42022</NoWarn>

  9.     <DefineConstants>Monkey=True</DefineConstants>

  10.   </PropertyGroup>

I would think the only line you need to concern yourself with is the <DefineConstants> one...