When to include a constructor?

[eluser]Chris Blackwell[/eluser]
I'm new to CodeIgniter, and just started using version 2. I'm a little confused on when to use the constructor when creating a new class. Some tutorials I see use it, and some don't. Here is a code sample showing the difference:

Code:

class Site extends CI_Controller
{
   function Site()
   {
       parent::Controller();
   }

   public function index()
   {
      echo 'Welcome to my new site!';
   }
}

Versus:

Code:

class Site extends CI_Controller
{
   public function index()
   {
      echo 'Welcome to my new site!';
   }
}

What is the difference?