new ProxyFactory().CreateProxy<TInterface>(myInterceptor) ?
See Philip's article on LinFu DynamicProxy:
http://www.codeproject.com/KB/cs/LinFuPart1.aspx
His articles on codeproject are good for a general understanding of LinFu.
-Brian
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Brian Chavez
Bit Armory, Inc.
http://www.bitarmory.com