Scope of "this" in anonymous functions

1 

// using Prototype's Classes
MyClass = Class.create({
   initialize: function() {
      this.myField = null;
      Event.observe(window, 'load', function() {
         this.myField = new Field();
      });
   },
   myMethod: function() {
      alert(this.myField);
   }
});

Field’s constructor uses Scriptaculous’s sliders, which require an element to be already loaded. That’s why I’m only setting this.myField when the window has loaded. I see that my sliders get initialized properly, but this.myField is still null when I call myMethod(). I suspect this has something to do with the scope of this in my anonymous function. How do I fix this to do what I intended?