I have linked cookie flex rig by browsing to the groups folder of the rig file and then linking the character group (standard method) and not appending. And then i did a proxy of rig by pressing "Ctrl+Alt+P" and selecting "rig" from list. After this i do some animation and it works.
My Problem But if i create another instance of the same "linked group"(charecter) and then proxy the rig then even the first instance gets the same pose as the second one. I am not able to independently animate the two instances.
Pls note that i am aware of creating different files of the source rig file and renaming the groups and then instancing them back into one file. But i am not happy with this method as its crude. It create many files using more storage space. I have been using this solution though.