events pointing at methods

Let's say I've got this function (don't be baffled as to what the point is; it's a very simplified variation on what I'm doing):

 function message(s)
 {
  this.utterance = s;
  this.yell = function(str)
  {
   alert(this.utterance);
  }
 }

I can then do:

 var whee = new message('whee!');

and then when I do:

 whee.yell();

I get an alert that says "whee!"

But if I want the onload event to point to whee.yell, why do I have to do this:

 onload = function(){whee.yell();}

instead of this, which gives an alert of "undefined":

 onload = whee.yell;


It's not a problem; I'm just curious why it's like that.