Key management system is an important part of secure multicast, while the number of keys held by each user and the cost of re-keying are crucial factors which closely related to the performance of key management system. The key management system with less number of keys held by each user and less cost of re-keying is efficient. In this paper, the key management problem is investigated based on the user probability model by using the source coding theory. And it is proved that in the key management system using Huffman hierarchy, the average cost of re-keying and the number of keys held by each user are minimal. Meanwhile, the lower bounds of the average cost of re-keying and the number of keys held by each user in theory are provided.