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

I'd like to define a constant char* in my header file for my .cpp file to use. So I've tried this:

private:
    static const char *SOMETHING = "sommething";

Which brings me with the following compiler error:

error C2864: 'SomeClass::SOMETHING' : only static const integral data members can be initialized within a class

I'm new to C++. What is going on here? Why is this illegal? And how can you do it alternatively?