How do you make an eof-object?

[Crossjam <xjam@bdt.com>]

This is something that has irritated me about scheme for a while but the
awk macro has just exacerbated. You really can't make your own custom
parsers unless you can actually return the eof object or through some other
kludgery indicate that the loop should stop.

School me if I'm wrong.
                                                        --Bri