While reading Eric Lippert’s blog some time ago he mentions that the constructor is just a function like any other function.
This was serendipitously reinforced for me while stepping into a constructor call. Since Visual Studio ships the CRT source (and it’s been installed), stepping into a constructor call first takes you into new().
I’m pretty sure new’s OK so I immediately step out and find myself executing the constructor.
I guess Eric's right: an object constructor really is just another method.