Constructors cannot return a value; they return the constructed object, so to speak.
You get an error because the compiler is looking for a constructor that takes a string as its argument. Since you did not declare a constructor the only constructor available is the default constructor that does not take any argument.
Why do I say you did not declare a constructor? Because as soon as you declare a return value/type for your method it is not a constructor anymore but a regular method.
From the Java Documentation:
A class contains constructors that are
invoked to create objects from the
class blueprint. Constructor
declarations look like method
declarations—except that they use the
name of the class and have no return
type.
If you elaborate what you are trying to achieve someone might be able to tell you how you can get to that goal.