calling a function from within another onload function

[katpal]

Why will this work:

window.onload = function () {
showMeTheDoc('65.xml');
}

and this won't ?

window.onload = showMeTheDoc('65.xml');

I am inquiring in regards to the principle of calling a function from within another function.
Why does that work as opposed to calling a function straight away?

Thanks,
K.