Entity migration can help to sustain large scale, long running distributed simulations. The shortcomings of the high level architecture (HLA), when dealing with this issue, are presented, and the ad hoc approaches for an HLA-compliant federate to move entities are analyzed. A protocol used to move entities under HLA/RTI is introduced, then its implementation issues are thoroughly discussed, including the starting of the migration, the entity state transfer mechanism, the message relaying and processing logic. The executing framework of the protocol is also presented. Experiments prove the feasibility of this protocol. Compared with relative studies, this approach can avoid missing messages during migration, and guarantee the correct message process sequence.