In my ASP.Net MVC application I have implemented a Custom ActionFilter to Authorize users.
I use CastleWindsor to provide dependency injection into all of the contro
You can't. Attributes are metadata. Putting behaviour into them is wrong. Putting dependencies is even worse.
Use your attribute as marker to denote objects to which you want to apply the behavior and implement the behavior elsewhere.
In MVC elsewhere usually means a custom action invoker that uses data from the attribute to provide the behavior you need.