a.php

<?php

class Data
{
	protected $service;

	public function setMyService($service)
	{
		$this->service = $service;	
	}
}

class myService
{
}

$di = new Phalcon\DI();

$di->set('myservice', function() {
	return $myservice = new myService();
});

$di->set('Data', array(
	'className' => 'Data',
	'calls' => array(
		array(
			'method' => 'setMyservice',
			'arguments' => array(
				array('type' => 'service', 'name' => 'myservice'),
			)		
		),
	)
));

$data = $di->get('Data');

var_dump($data);