Why would C# allow an invalid enum value

I've spent a while trying to understand why my WPF app wasn't databinding to an enum property propertly and this is the cause.

 static void Main(string[] args)
 {
  MyEnum x = 0;
  Console.WriteLine(x.ToString());
  Console.ReadLine();
 }

 public enum MyEnum
 {
  First = 1,
  Second = 2
 }

Essentially the problem was that there was no default value set for the enum property in the constructor of the class I was binding to, so it was defaulting to zero.

Is there someway I can tell the C# compiler that I want it to only accept valid values (and default to the lowest value)? I don't want my property to accept invalid values, and I don't want to have to write setter code for every property that uses an enum.