if you want to fetch your result into a class (by using PDO::FETCH_CLASS) and want the constructor to be executed *before* PDO assings the object properties, you need to use the PDO::FETCH_PROPS_LATE constant:
<?php
$stmt = $pdo->prepare("your query");
$stmt->setFetchMode(PDO::FETCH_CLASS|PDO::FETCH_PROPS_LATE, "className", $constructorArguments);
# pass parameters, if required by the query
$stmt->execute($parameters);
foreach ($stmt as $row)
{
// do something with (each of) your object
}
?>