Use the following instead:
boost::function<void (int)> f2( boost::bind( &myclass::fun2, this, _1 ) );
This forwards the first parameter passed to the function object to the function using place-holders - you have to tell Boost.Bind how to handle the parameters. With your expression it would try to interpret it as a member function taking no arguments.
See e.g. here or here for common usage patterns.
Note that VC8s cl.exe regularly crashes on Boost.Bind misuses - if in doubt use a test-case with gcc and you will probably get good hints like the template parameters Bind-internals were instantiated with if you read through the output.
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