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In this paper, we derive power-loading strategies for single-user and multicast orthogonal frequency-division multiplexing (OFDM) wireless links in the presence of a nonregenerative relay node. Our approach is based on the minimization of the vector error rate at the destination subject to individual power constraints at the source and the relay. For the single-user case, we propose a joint max-min power-loading strategy that is optimal at large signal-to-noise ratios (SNRs), and in doing so, we show how the original problem may be recast into an effective (no-relay) OFDM power-loading problem with a previously known solution. Using bounds on effective SNRs, we propose disjoint power-loading strategies that require channel state information either at the source or at the relay but not at both. For the multicast scenario, we propose a max-min equalizing solution that yields a minimum effective SNR at each user terminal. We also formulate several linear solutions based on prioritizing the users in the network. Our single-user simulations show considerable error-rate performance gains for the proposed joint max-min solution and gives hints as to where disjoint power loading is the most effective. Our multicast simulations show that the max-min equalizing solution is best suited for networks with random user locations, whereas the linear prioritizing solutions work best for networks with fixed user locations.