This paper considers wireless information surveillance systems, in which one suspicious communication link is intercepted by a legitimate monitor to prevent possible criminal or terrorist attacks from the link. To enhance the information surveillance performance, a novel proactive eavesdropping mechanism is proposed with the help of a cooperative relay. It is assumed that the relay operates in full-duplex (FD) mode to assist monitor for information relaying and jamming transmission simultaneously. Based on the proposed mechanism, the joint relay beamforming and power allocation scheme is further proposed and the closed form optimal solutions are derived. Simulation results show that the proposed proactive eavesdropping mechanism can achieve better surveillance performance than both proactive eavesdropping schemes without the help of cooperative relay and cooperative surveillance with pure information forwarding. Simulation results also reveal that the proposed power allocation scheme boosts surveillance performance significantly compared with those equal power allocation scheme.