C++: constructor initializer for arrays

I'm having a brain cramp... how do I initialize an array of objects properly in C++?

non-array example:

struct Foo { Foo(int x) { /* ... */  } };

struct Bar { 
     Foo foo;

     Bar() : foo(4) {}
};

array example:

struct Foo { Foo(int x) { /* ... */  } };

struct Baz { 
     Foo foo[3];

     // ??? I know the following syntax is wrong, but what's correct?
     Baz() : foo[0](4), foo[1](5), foo[2](6) {}
};

edit: Wild & crazy workaround ideas are appreciated, but they won't help me in my case. I'm working on an embedded processor where std::vector and other STL constructs are not available, and the obvious workaround is to make a default constructor and have an explicit init() method that can be called after construction-time, so that I don't have to use initializers at all. (This is one of those cases where I've gotten spoiled by Java's final keyword + flexibility with constructors.)

Edit: see Barry's answer for something more recent, there was no way when I answered but nowadays you are rarely limited to C++98.

There is no way. You need a default constructor for array members and it will be called, afterwards, you can do any initialization you want in the constructor.