Create proxy from existing object

Using Castle.DynamicProxy, what is the best way to create a proxy from an existing class instance?

// The actual object
Person steve = new Person() { Name = "Steve" };

// Create a proxy of the object
Person fakeSteve = _proxyGenerator.CreateClassProxyWithTarget<Person>(steve, interceptor)

// fakeSteve now has steve as target, but its properties are still null...

Here's the Person class:

public class Person
{
    public virtual string Name { get; set; }
}

Here's the interceptor class:

public class PersonInterceptor : IInterceptor
{
    public void Intercept(IInvocation invocation)
    {   
        Person p = invocation.InvocationTarget as Person;

        if (invocation.Method.Name.Equals(get_Name)
        {
            LoadName(p);
        }
    }

    private void LoadName(Person p)
    {
        if (string.IsNullOrEmpty(p.Name))
        {
            p.Name = "FakeSteve";
        }
    }
}