Data Mining can distill the connotative, unknown and potential value information or pattern from many data. It is a problem that must be settled during the developing of Decision Support System how to discover knowledge from Data Warehouse. In order to realize the continuous mathematical forecast that will be used in the Marketing Decision Support System for Industrial Enterprise, the authors use the method of regression to discuss how to design the algorithm for Data Mining, how to design the model for Data Mining, and so on. When the algorithm applied to the sales forecast, the result processing to simulation data indicates it can realize the expected effect.