This paper considered a multi-re-lay distributed cooperative system in which not only the source communicates with the destination, but also the relays have commu-nication requests with the destination. In order to achieve the requirements of simultaneous communication for the source and relays, we propose a distributed cooperative system based on orthogonal frequency division mul-tiplexing with index modulation (OFDM-IM). In this system, the relay can communicate with the destination by superimposing its own signal over the inactive subcarriers on the decoded OFDM-IM signal. Upper bounds on the bit error rates of the source and the active relay are both derived in closed form, whose tightness is verified through simulation results.