For those that are interested in a deeper discussion of constructors that throw exceptions (and exceptions in general), Robert Schmidt's "Deep C++", "Handling Exceptions" series of articles discusses throwing from a constructor (and much, much more). Particularly, parts 16 and 14.
Part 16
http://msdn.microsoft.com/library/de...ep02172000.asp

Part 14
http://msdn.microsoft.com/library/de...ep01202000.asp