Using Eval() For Function Definition

I have this particular problem with eval() when using Microsoft
Internet Explorer, when trying to define an event handler. This is the
code:

function BigObject()
{
this.items = new Array();
this.values = new Array();
this.addItem = function( item )
{
this.items[this.items.length] = item;
}
this.makeHandlers()
{
var i, length = this.items.length;
for ( i = 0; i < length; i++ )
this.items[i].onclick = function()
{ alert( this.values[i] ); };
}}

However, this last code (makeHandlers() method) doesn't work since the
expression "this.values[i]" automatically belongs to this new
anonymous function, and therefore isn't valid (since the new anonymous
function(s) don't have the "values" attribute. So I tried the
following:

this.items[i].onclick = eval( "function() { alert( " +
this.values[i] + "); }" );

and it worked! ... in Firefox only :( Internet explorer returns
"undefined" for eval( "function() { /* whatever */ ); } " ), for the
same things Firefox perfectly understands, and if I try to make it a
handler, an exception is fired in IE. What do I do? Did I come to the
right conclusion with IE or am I making a banal mistake? Do I need to
find another way of solving this or is there a fix to this solution?