In this paper, a cooperative transmission protocol for cognitive radio systems is proposed. In this protocol, the primary system comprises a transmitter (PT), a receiver (PR), and a decode-and-forward relay (Relay), while the secondary system comprises a transmitter (ST) and a receiver (SR). Both the ST and the Relay assist the transmissions of the primary users together. The outage probabilities of the primary system and the secondary system are analyzed and verified through simulations. In order to decrease outage probability of the secondary system, power allocation is performed at the ST. However, it will lead to deterioration of outage performance of the primary system. In order to guarantee outage performance of the primary system, a Relay is employed. Compared with two existing protocols, one without cooperation and the other with cooperation of the secondary system only, the proposed protocol is able to better balance outage performances of the primary system and the secondary system.