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In this paper, we use a distributed Zero Forcing Beamforming (ZFB) method in cognitive radio relay networks in an effort to enhance the spectrum efficiency and improve the performance of the cognitive (secondary) system. In particular, we consider a spectrum sharing system where a set of decode-and-forward (DF) relays are employed to help a pair of secondary users in the presence of a licensed (primary) user. In this context, we derive expressions for the probability density functions (PDFs) of the received signal-to-noise ratio (SNR) at the relays as well as at the secondary destination. We also derive closed form expressions for the outage and bit error rate (BER) probabilities over independent and identically distributed (i.i.d.) Rayleigh fading channels. Numerical results demonstrate the efficacy of beamforming in improving the outage and BER performance.