[exim] Problems with Macros

All,

I don't understand what's happening with my exim Macros:

[server]/var/log/exim> exim -bV
Exim version 4.67 #1 built 28-Apr-2007 13:50:49
...
Configuration file is /etc/exim/exim.conf

I do several includes in order to configure Exim for my different
machines. The include order is something like this:

- /etc/exim/exim.conf
....- /etc/exim/exim/exim.conf
........- /etc/exim-host.conf * define host-specific macros *
........* define generic macros based on host-specific ones *
............- /etc/exim/exim/acl/helo.conf (acl_smtp_helo=)
............- /etc/exim/exim/acl/mail.conf (acl_smtp_mail=)
............- /etc/exim/exim/acl/rcpt.conf (acl_smtp_rcpt=)
............- /etc/exim/exim/acl/data.conf (acl_smtp_data=)
............- /etc/exim/exim/acl/mime.conf (acl_smtp_mime=)
....- /etc/exim/exim/routers.conf
....- /etc/exim/exim/transports.conf
....- /etc/exim/exim/authenticators.conf

Inside the /etc/exim/exim/exim.conf file, I define macros like this:

X_FILE_LOOKUP_BLOCKED_IPS=/etc/exim/exim/lookup/blocked-ips.txt

But later when I try to use this macro, it doesn't seem to work. Here
is my rule inside the /etc/exim/exim/acl/rcpt.conf file:

   # blocked IP address
   deny message = Rejected: $sender_host_address is in a local blacklist.
        hosts = net-iplsearch;X_FILE_LOOKUP_BLOCKED_IPS
        log_message = bad ip address $sender_host_address

And here is the error message I get in the /var/log/exim/main.log:

   2007-10-25 14:19:54 failed to open X_FILE_LOOKUP_BLOCKED_IPS
     for linear search: No such file or directory

It doesn't appear that macro expansion is happening or that the macro
was properly defined during the previous include. What's going on?

-- Dante