This paper investigates the problem of joint design of cooperative beamforming and artificial noise to achieve robust secure transmission in an amplify and forward (AF) relay network in the presence of multiple eavesdroppers. Specifically, the joint design is targeting to minimize the total relay transmission power while guaranteeing the quality of service at the legitimate receiver and preventing the eavesdroppers from interception. Different from prior designs, direct links between the source and the legitimate receiver/eavesdroppers are considered and no perfect channel state information is assumed. Considering bounded channel uncertainties in all links, the worst cases of the total relay transmission power, quality of service (i.e., the received signal-to-noise ratio) and security are first identified. Then an iterative algorithm is proposed to jointly design the relay beamforming and artificial noises for robust secure transmission. It is demonstrated by computer simulations that the proposed robust secure design is effective and practical when compared with the prior designs.