Mobile computing is thought as one of four technologies that have a great effect on the future. First, Analying major technology of traditional mobile agent based on JAVA, such as migration technology, communication mechanism ,and etc, a new model of mobile agent on WinCE platform of Microsoft, WinMas, is presented. Next, the advantage of the mobile agent system-WinMas by comparing with the mobile agent system-Aglet is introduced. A new migration mechanism for mobile agents, namely, the utility of RPC Serialization and the far thread insertion mechanism has proposed. Finally, Application example has given, WinMas is successfully applied to Wireless Real Time Supervisor System in Oil-gas field.