Mimicking Javas static class initializer in C++

Hi folks,

as the subject says, i'm a poor Java programmer trying to transfer some
of his wisdom into C++ world... here is what im trying to do this evening:

Java has a nifty feature called a static class initializer - something
like this:

public class Foo
{
   private static Vector<Thing> xx;
   static
   {
     xx = new Vector<Thing>(42);
     for (int i=0; i < xx.size(); ++i)
     xx.set(i, new Thing());
   }
}

where the static{} block is called once (when the class is first used),
thus suitable for complex initializations of static members.

Now i would like to have this in C++, can this be done?
Here is my current approach:

VPNChannel.h
------------

class VPNChannel
{
   static const int MAX_CHANNELS = 4;

   // Bitmask of allocated channels
   static uint32_t smAllocated_channels_map;

   //
   // Vector holding all possible instances of VPNChannel
   //
   static VPNChannel *smInstances[MAX_CHANNELS];

   //
   // Static initializer
   // This is kinda kludge to mimic Javas static {} class initializer
   //
   static uint32_t static_class_initializer();
}

VPNChannel.cpp
--------------

#include "VPNChannel.h"

uint32_t VPNChannel::smAllocated_channels_map(static_class_initializer());

uint32_t VPNChannel::static_class_initializer()
{
   for (int i=0; i < MAX_CHANNELS; ++i)
   {
     VPNChannel::smInstances[i] = (VPNChannel *)NULL;
   }
   return (uint32_t)0;
}

with this idea in mind:

static_class_initializer() is used to do complex initialization of an
static array, it returns a dummy zero value, so it can be used to
initialze another static variable (smAllocated_channels_map).
To my surprise, this compiles fine, but gives a linker error:

VPNChannel.o(.text+0x19):VPNChannel.cpp: undefined reference to
`VPNChannel::smInstances'
collect2: ld returned 1 exit status
(I'm using MinGW 3.4.2)

Any hint, what goes wrong here? Or maybe a better, more c++ish approach
to static initialization?

Cheers and Greetings
Andreas