A Key Establishment Protocol for Anonymous Wireless Roaming (KEP-AWR) allows a wireless user such as a Wi-Fi/WiMAX enabled laptop or smartphone to establish a session key with a foreign server and also roam from one foreign network to another in an anonymous way such that besides the involving foreign server and the user's home server, no one can find out who the user is. Most existing KEP-AWR protocols involve all the three parties, namely, the roaming user, the foreign server and the home server. Some recent protocols require the user and the foreign server only, and hence improving the efficiency as they incur fewer message flows. Recently, a one-pass KEP-AWR was proposed by Wang, Wong and Huang (WWH in short) which achieves key establishment and anonymity by just sending one message from the user to the foreign server, and it is the first KEP-AWR achieving the one-pass communication efficiency. However, the WWH protocol neither prevents the home server from knowing the session key nor supports Perfect Forward Secrecy (PFS). In this paper, we propose a new one-pass KEP-AWR which solves these two problems with an even lower computational complexity. The new protocol also achieves perfect Key-Compromise Impersonation (KCI) security.