How to Proxy a file and bring particle sim with it?

Hi All,
I followed this TUT

I thought I could just bring it in as a Proxy to my Master Scene but the Particle simulation is not showing up.

Does the Sim need to be done in the Master Scene?


How about any Particle Simulation? Does the simulation need to be done in the scene it is desired in? Which means I cannot have a scene with a Particle sim set up in my library to use as a Proxy file when that scene is desired? I must always set up my particle simulation each time I want to use it?