Updating label binding with property isn't setting right the first time - wpf

Question

I have a simple application, and i'm trying to get a grasp on binding, and properties.
What I'm trying to do:
Load a modal window, from the main window. I know this blocks all access to it, so I'm trying to update a label on the modal window through a property binding.
I set the datacontext:
DataContext = busyupdate
InitializeComponent()
Set the variable:
Property busyupdate As BusyWindowGetSet = New BusyWindowGetSet
Then I bind the label to the current context:
Content="{Binding Stage, UpdateSourceTrigger=PropertyChanged}"
Content="{Binding Description, UpdateSourceTrigger=PropertyChanged}"
Here is my BusyWindowGetSet class, where I have 2 properties... Stage and Description. It implements INotifyPropertyChanged
Imports System.ComponentModel
Public Class BusyWindowGetSet
Implements INotifyPropertyChanged
Public Property Stage() As String
Get
Return m_stage
End Get
Set(value As String)
m_stage = value
NotifyPropertyChanged("Stage")
End Set
End Property
Private Shared m_Stage As String
Public Property Description() As String
Get
Return m_description
End Get
Set(value As String)
m_description = value
NotifyPropertyChanged("Description")
End Set
End Property
Private Shared m_Description As String
#Region "INotifyPropertyChanged Members"
Public Event PropertyChanged As PropertyChangedEventHandler Implements INotifyPropertyChanged.PropertyChanged
#End Region
#Region "Private Helpers"
Public Sub NotifyPropertyChanged(propertyName As String)
RaiseEvent PropertyChanged(Me, New PropertyChangedEventArgs(propertyName))
End Sub
#End Region
End Class
When I load the "busy window" the labels are not updated.. but If I load the window a second time, they show up and change like normal.
This is how I'm setting the properties...
busyupdate.Stage = String.Format("Stage: {0}", "Warming up1")
busyupdate.Description = String.Format("Description: {0}", "Warming up1")
What am I missing here?
Update for Mark:
Dim mm As New BusyWindow
mm.ShowDialog()
busyupdate.Stage = String.Format("Stage: {0}", "Warming up1")
busyupdate.Description = String.Format("Description: {0}", "Warming up1")