I grouped everything related to my character in my original file and linked the group to my current scene. The group contains just a character mesh and a rig. When i make a proxy of the rig, it creates a duplicate of the rig and the original group remains untouched.
Someone had the same problem in Blendernewbies:http://forums.blendernewbies.com/viewtopic.php?f=17&t=4382
Kinda hard to explain, sorry for my english!