PRISM Property injection fails

In my Silverlight RIA app I can successfully inject an ExceptionHelper class via constructor injection:

[InjectionConstructor]
public CDashCatDataService(IExceptionHelper exceptionHelper)
{
  _exceptionHelper = exceptionHelper;
  SetUp();
}

void SetUp()
{
  if (_context == null)
  {
    try
    {
      throw new Exception("this is a test exception");
      _context = new CDASHDomainContext();          
    }
    catch (Exception ex)
    {
      _exceptionHelper.HandleException(ex, string.Format("{0} -> {1}", GetType().FullName, "Setup"));
    }
  }
  Context = _context;
}

The SetUp method successfully logs and handles the test exception.

However, I can't get this working if I use property injection instead:

[Dependency]
public IExceptionHelper ExceptionHelper { get; set; }

and then using

catch (Exception ex)
    {
      ExceptionHelper.HandleException(ex, string.Format("{0} -> {1}", GetType().FullName, "Setup"));
    }

in the SetUp method. If I use this, the test exception is not logged and handled.

I'm clearly missing something here - any ideas?

I think this is because the ExceptionHelper property is being called from the constructor via the SetUp method and you can't call injected properties until after the constructor has executed.