Cara Buono had no idea when she joined the cast of Mad Men's fourth season that she would still be hanging around for the season finale.

"I was told it was going to be a couple episodes, and it blossomed into this full story line," Buono tells TVGuide.com. "I wish I had a better word for amazing, because that's all I keep saying. But it really has been amazing."

Buono plays Dr. Faye Miller, a consultant who came to Sterling Cooper Draper Pryce to do consumer research. She quickly caught the eye of newly single Don Draper (Jon Hamm), but Faye didn't immediately hop into Don's bed like so many other women on the show.

"Faye is a certain kind of a woman we haven't seen before on the show," Buono says. "She and Don have a real relationship. Faye is not a mistress — she's his first real girlfriend. And it developed over time. They worked together and got to know each other. It developed slowly and quite unlike anything he's seen before."

Still, the couple has at least one thing in common. "They're very good at their jobs and it's shaped who they are," Buono says. "We don't really know much about Faye's background. There's a mystery to her, in terms of what's gotten her there."

On the other hand, Don's history as Dick Whitman has reared its head a couple times this season, and Don even told Faye the truth about his double life. Buono is clearly aware of the significance.