enable_shared_from_this (c++0x): what am I doing wrong?

I'm just toying around with the smart pointers in the upcoming new c++ standard. However I fail to grasp the usage of the shared_from_this function. Here is what I have:

#include <iostream>
#include <memory>

class CVerboseBornAndDie2 : public std::enable_shared_from_this<CVerboseBornAndDie2>
{
public:
    std::string m_Name;
    CVerboseBornAndDie2(std::string name) : m_Name(name)
    {
        std::cout << m_Name << " (" <<  this << ") is born!" << std::endl;
    }
    virtual ~CVerboseBornAndDie2()
    {
        std::cout << m_Name << " (" <<  this << ") is dying!" << std::endl;
    }
};

int main(){
    CVerboseBornAndDie2* vbad = new CVerboseBornAndDie2("foo");
    std::shared_ptr<CVerboseBornAndDie2> p = vbad->shared_from_this();
}

and it throws a std::bad_weak_ptr exception in the line

std::shared_ptr<CVerboseBornAndDie2> p = vbad->shared_from_this();

if I instead do

std::shared_ptr<CVerboseBornAndDie2> p(vbad);

it works and I can afterwards do

std::shared_ptr<CVerboseBornAndDie2> p2 = p.get()->shared_from_this();

so must the object belong to one shared_ptr before I can use shared_from_this? But how can I know this beforehand?