This letter studies secure transmission design with finite alphabet input for cooperative jamming network under individual power constraint. By adopting the zero-force scheme, where the jamming signal is fully laid in the null space of the relay-destination channel, the problem of enhancing the achievable secrecy rate is decomposed into two independent subproblems: relay weights design and power control. We reveal that the problem of relay weights design is identical to the problem of minimizing the maximal equivalent source-eavesdropper channel gain, which can be transformed into a semi-definite programming (SDP) problem and thus is tackled using interior point method. Besides, the problem of power control is solved with the fundamental relation between mutual information and minimum mean square error (MMSE). Numerical results show that the proposed scheme achieves significant performance gains compared to the conventional Gaussian design.