Delegates and class constructors

I seem to not be able to figure delegates out.
I need to use a delegate as parameter for a class constructor, to be able to access the constructor anytime directly from the class.

What I have:

public class Cheat{
	public string cheat;
	
	public Cheat(string cht){
		cheat = cht;
	}
}

What I want to do with this:

Cheat cheat = new Cheat("cheat", FUNCTION/DELEGATE);

Then I want to be able to use the thing like this:

cheat.assignedDelegate();

This site explains how delegates work: http://msdn.microsoft.com/en-us/library/aa288459(v=vs.71).aspx

So basically you create a delegate

public delegate void CheatDelegate();

The delegate here is of type CheatDelegate

private CheatDelegate myDelegate;

This type can be treated like any other type e.g. to pass it to a constructor

public Cheat (CheatDelegate d)
{
    this.myDelegate = d;
    myDelegate();
}

And finally create the object and pass an anonymous delegate

new Cheat( delegate()
{
    Debug.Log("my delegate");
});

Or a named method

new Cheat(new CheatDelegate(MyMethod));
...
void MyMethod()
{
    Debug.Log("delegate from a named method");
}