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The high throughput provided by WDM technology in fiber optic networks has made WDM networks the choice of future high speed networks. Many efficient routing and wavelength assignment algorithms have been proposed in the literature. However, efficient construction of multicast trees in all-optical WDM networks is still a challenging problem. Due to the difficulty of partitioning the destinations into different wavelength groups, minimizing the network usage of a multicast tree in an all-optical WDM network is much harder than its counterpart in IP networks. In this paper, we present a simple greedy heuristic for constructing a dynamic multicast tree in an all-optical WDM network. Our algorithm can establish a multicast tree as long as all destinations are reachable from the source node. Computational results show that: (1) the blocking probability of our algorithm is considerably lower than other known WDM multicast algorithms; (2) the network usage required by our multicast tree is less than that of the multicast tree induced from minimum cost unicasts; (3) the time required to establish a multicast tree is very short.