We often see films with spinning space station that create [artificial gravity](http://en.wikipedia.org/wiki/Artificial_gravity) by having the astronauts pulled outwards by centrifugal force.

I'd like to know if this would really happen, and if so, why is the following scenario not true:

1. Take an astronaut in open space. He doesn't move.
2. Put a big open spinning cylinder around him - surely he still doesn't move.
3. Close the cylinder. I still see no reason for him to be pulled outwards.