For mobile agent, it can only be performed under trusted environment if there is no proper security. It can not be performed in the Internet due to the high risks. There are too many security issues in Internet. For example, some malicious servers or programs which attack or steal our server or original data. Hence, this paper proposes a mobile agent application of E-commerce system and some authentication mechanisms for the system that include authentication of the legality of servers in E-commerce, authentication of the legality of mobile agents, and the verification of attacks on servers and mobile agents. By applying mobile agent and encryption/ decryption technologies, this paper will introduce how coordinator server establishes authentication mechanisms, and the authentication between servers, as well as how coordinator server verifies that each server is attacked or not? Meanwhile, this paper also introduces the authentication between: (1) buyer/ seller and server, (2) mobile agent and server, as well as the verification of attacks on mobile agent. Finally, this paper focuses on protecting and verifying the data that are collected by mobile agent, to ensure the data's integrity, authentication, non-repudiation, confidentiality and availability, so as to achieve the targets of data security mechanism.