Brandon Savage has a tutorial posted to his site covering the use of setter injection, some of the issues that can come with using it and how to avoid it.
PHP more or less has two kinds of dependency injection available: constructor injection, and setter injection. Constructor injection is the process of injecting dependencies through the constructor arguments. The dependencies are injected via the constructor, on object creation, and the object has them from the very beginning.
Setter injection is different; instead of providing the dependencies at construction time, the dependencies are provided via setter methods, once the object has been constructed. This allows the flexibility to configure the object during the runtime, rather than at construction.
He goes on to point out two flaws with setter injection: "half-baked" objects and the injection of potentially unused objects/resources. He spends the remainder of the post covering each of these topics more specifically and wraps it up with a recommendation to avoid it if possible and opt for useful, "fully baked" objects injected via the constructor instead.