#include <iostream>

class Base
{
public:
    Base(int i) : _i(i) {}

    void set(int val) { _b = new InBase(val); }

private:
    int _i;

    class InBase;

    InBase *_b;
};

class Base::InBase
{
public:
    InBase(int j) : _j(j) {}
    int get() const { return _j; }

private:
    int _j;
};


Errors I get:
1>c:\users\alon\documents\visual studio 2010\projects\test2\test2\test.h(8): error C2514: 'Base::InBase' : class has no constructors
1>          c:\users\alon\documents\visual studio 2010\projects\test2\test2\test.h(13) : see declaration of 'Base::InBase'