How to declare a static const char* in your header file?

NB : this has changed since C++11, read other answers too

You need to define static variables in a translation unit, unless they are of integral types.

In your header:

private:
    static const char *SOMETHING;
    static const int MyInt = 8; // would be ok

In the .cpp file:

const char *YourClass::SOMETHING = "something";

C++ standard, 9.4.2/4:

If a static data member is of const
integral or const enumeration type,
its declaration in the class
definition can specify a
constant-initializer which shall be an
integral constant expression. In that
case, the member can appear in
integral constant expressions within
its scope. The member shall still be
defined in a namespace scope if it is
used in the program and the namespace
scope definition shall not contain an
initializer.