Multi-Table join is a common operation for evaluating OLAP queries posed to a data warehouse. The performance of this multi-table join is one of the key problems in the research of data warehouses. Based on the Star Schema for a data warehouse, this paper introduces a new algorithm M-Join for the multi-table join. Compared with the traditional multi-table join processing by the Relational Database Management System, this new algorithm, taking adequate considerations on the characteristics of the data in a data warehouse environment, completes the join by scanning every table only once, thus greatly improves the performance of OLAP query processing. The paper presents and analyzes the experimental results of this comparison.