Some problems of multi-user downlink power allocation and beamforming in a underlay Cognitive Radio Network (CRN) with imperfect Channel State Information (CSI) are addressed. They include ignoring the interferences of the Primary Network (PN) to the Secondary Users (SU), conventional SDR algorithm of convex optimization needing the constraint approximation, the high complexity of the algorithm, and implemented with difficulty, etc. Firstly the term of interference of the PN to the SU is added to the CRN model. The optimization problem is formulated with the worst-case imperfect CSI. Next the constraints of the problem are transformed by means of Lagrange duality. Then, based on the form of the problem, the simple, fast and practical iterative algorithm is obtained by utilizing the duality of uplink-downlink, introducing virtual power, and transforming the optimization problem into the problem of uplink power allocation and beamforming. Numerical simulation results show that it converges faster. It is also found that the errors of the imperfect CSI not only influence the downlink power but also change the feasibility region. The variation of transmitting power of the PN Base Station (PBS) could affect the feasibility region notably.