Best to use the ...
#ifndef HEADER_H
#define HEADER_H
// your stuff here
#endif
... format since only a relatively few compilers support the prgama.
as evidenced by TimoVJL, the two options are not exactly the same thing.
Moreover, frankie has used:
#if __POCC__ >= 500
#pragma once
#endif
which reduces the code to the usual
#ifndef macro scheme, if the compiler does not support the
#pragma once directive.
Mostly, I wonder what is the most appropriate choice using specifically the PellesC compiler, which supports it.