Relaying of the primary signals by cognitive base- stations (CBSs) can help the primary system and thus win CBSs a higher chance to transmit their own signals. For this purpose, conventional zero- forcing (CZF) beamforming is a straightforward solution where the primary and cognitive signals are transmitted from a multi-antenna CBS without causing interference to each other. However, with CZF, no priority is given to the primary signals, which is not consistent with the idea of cognitive radio. In this paper, we shall propose a prior ZF (PZF) method which gives priority to the primary users (PUs) by allowing the primary signals to be transmitted without considering their interference to the cognitive users (CUs), while the cognitive signals are not allowed to generate any interference to the PU. As a result, PZF provides a higher effective channel gain for the CBS-PU link and thus is preferred by the PU. The comparison of CZF and PZF with respect to the CU's performance is dictated by a tradeoff between a higher cognitive signal power (with PZF) and a lower primary interference (with CZF). It is shown that, with one CU, a target rate of 1 bit/s/Hz for the CU is the key point that differentiates the advantage of PZF and CZF, and this point is independent of the number of CBS- antennas, channel conditions, and transmit SNR.