A multi-objective optimal model is proposed that takes into account minimizing the investment cost of DG and the power loss of distribution network, maximizing the static voltage stability margin, and enhancing the reliability of supply. And this model includes an normalized risk area expressing the uncertainty of DG's output. The immune information processing mechanism of immune system is involved into original particle swarm optimizer. The proposed algorithms have both the properties of the original particle swarm optimization algorithm and the immune mechanism of immune system, can improve the abilities of seeking the global excellent result and evolution speed.