In this paper, we investigate power allocation strategies for an orthogonal frequency division multiplexing (OFDM) cooperative network over frequency-selective fading channels. Assuming amplify-and-forward relaying, we propose a power loading algorithm to minimize the bit error rate under total transmission power constraint for a given data rate. We consider both uncoded ODFM and OFDM encoupled with bit-interleaved coded modulation. Our Monte Carlo simulation study demonstrates significant performance gains through power loading. The impact of several practical issues on the error rate performance such as imperfect channel estimation and limited feedback is further investigated.