A combined theory of the micromagnetic and Monte Carlo simulations is established to analyze the thermal property of a nano-sized magnetic grain. The Langevin equation of a grain's magnetic moment is the Landau-Lifshitz equation augmented by a "random-field" term representing the thermal-agitated force. The angular distribution of the magnetic moment of the grain is studied via its time evolution process. The switching of the magnetic moment vector between two energy-minimum states is observed. A simple analytical expression is obtained for the simulated attempt frequency f0, which is related to the magnetic constant of the nano-grain, and agrees well with the phenomenological value.