In relay systems, the quality of the received signal at a mobile user is quite different from that at a relay node making it a good application scenario for hierarchical modulation. In conventional multi-user transmission schemes for relay systems where hierarchical modulation is applied, high level power is always assigned to the same mobile user, at both the source and relay node. The performance of one mobile user is always superior to that of the other; therefore, the performance of mobile users is unbalanced. In this paper, we propose a novel multi-user transmission scheme that implements different hierarchical modulation signal in a relay node to achieve balanced bit error rate performance among the mobile users. The strategy we employ is that when high power is allocated to a mobile user at a base station, low power is allocated to the hierarchical modulation signal of the same mobile user at the relay node. Hence, the strengths of the signals at different mobile users, which are a combination of the signals from the base station and relay node, are comparable. Then mobile users can achieve excellent performance simultaneously, and a balanced performance can be obtained by using proposed scheme. Simulation results show effectiveness of proposed scheme.