signal isn't the most reliable way as it differs in implementations. I would recommend using sigaction. Tom's code would now look like this :
#include <signal.h>
#include <stdlib.h>
#include <stdio.h>
#include <unistd.h>
void my_handler(int s){
printf("Caught signal %d\n",s);
exit(1);
}
int main(int argc,char** argv)
{
struct sigaction sigIntHandler;
sigIntHandler.sa_handler = my_handler;
sigemptyset(&sigIntHandler.sa_mask);
sigIntHandler.sa_flags = 0;
sigaction(SIGINT, &sigIntHandler, NULL);
pause();
return 0;
}