EOF problems - plz help

Hello friends, how come my EOF will not work, program is fine its just when it asks a user to input a character, I cant quit with the command CTRL-Z or CTRL-D....

Also is there a better way in ending this kind of a program without any trailor values or EOF?

#include <stdio.h>
#include <stdlib.h>

#define FALSE 0

main()
{
char input;
char c;

while (c != EOF)
{
fflush(stdin);
printf("Enter Any Character: ");
scanf("%c", &c);

printf("\nThe Character You entered is %c\n", c);
printf("The ASCII value of %c is %d\n", c,c);

if(c >= '0' && c <= '9')
{
printf("The Character You Entered is also a DIGIT\n");
}
else if(c >= 'A' && c <= 'Z')
{
printf("The Character You Entered is also an Uppercase LETTER\n");
}
else if(c >= 'a' && c <= 'z')
{
printf("The Character You Entered is also a Lowercase LETTER\n");
}
else
{
printf("The Character You Entered is also some OTHER character\n");
}
printf("\n");

}

return 0;
}