proxy mode selection problem

Hello all, i have a problem in Proxy mode

I have Link character from another file, and create a proxy already, so now i want to start a animation is he pick up a little box from the floor, so i add a Box in the scene.
so for example in pose mode i select the hand bone and the box and want to move together, i press " g" and move, but just the bone can translate, the box keep at the same place. (I know can constrain it, but i dont want to, i want to key frame it)

i want to move them both together ( bone and Mesh), so what do it do? thanks