We consider the Fuzzy clustering which is devised for partitioning a set of objects into a certain number of groups by assigning the membership probabilities to each object. The researches carried out in this field before show that the Fuzzy clustering concept is involved so much that for a certain set of data, the main purpose of the clustering cannot be attained as desired. Thus we propose a new objective function, named as Fuzzy-Entroppy Function in order to satisfy the main motivation of the clustering which is classifying the data clearly. Also we suggest Mean Field Annealing Algorithm as an optimization algorithm rather than the ISODATA used traditionally in this field since the objective function is changed. we show the Mean Field Annealing Algorithm works pretty well not only for the new objective function but also for the classical Fuzzy objective function by indicating that the local minimum problem resulted from the ISODATA can be improved.