The recently emerging WiMAX (IEEE 802.16) is a promising telecommunication technology to provide low-cost, high-speed and long-range wireless communications. To meet the growing demand for throughput, Relay Station is introduced by IEEE 802.16j to relay traffic for Subscriber Stations. By incorporating Cooperative Communications scheme in WiMAX, we can further improve the network capacity. In this paper, we study the Relay Station placement problem, which seeks to deploy a minimum number of Relay Stations to satisfy all data rate requests from Subscriber Stations via Cooperative Communications. We analyze the computational complexity of the problem and prove it to be NP-Complete. Then we present efficient algorithms with guaranteed approximation ratios. Extensive experiments show that the number of Relay Stations returned by our algorithms is close to those returned by optimal solution.