In this paper we establish a secure communication model where eavesdropper and intended receiver have multiple antennas. We use cooperation and jamming to achieve physical layer security. First, we study how to allocate power between the information bearing signal and the jamming signal. Second, based on this model, we also jointly optimize both the information bearing signal weights and the jamming signal weights to improve physical layer security. The optimal power allocation and the weights are obtained via an iteration algorithm to maximize the secrecy rate. Comparing with equal power allocation and some other different methods, it shows that using cooperative relaying and jamming can significantly improve the physical layer security from the simulation results.