Without auto_ptr<>

class OurClass
{
OtherObject *a;
OtherObject *b;
public:
	OurClass(const OtherObject &aRef, const OtherObject &bRef):
		a(new OtherObject(aRef)), 
		b(new OtherObject(bRef)) {};
	~OurClass()
	{
		delete a;
		delete b;
	};
	....
}; 

Alternative:

OurClass(const OtherObject &aRef, const OtherObject &bRef):
	a(0),
	b(0)
{
try
{
a = new OtherObject(aRef);
b = new OtherObject(bRef);
}
catch (...)
{
delete a;
delete b;
}
};