Effective data distribution techniques can significantly reduce the total execution time of a program on grid computing environments, especially for data mining applications. In this paper, we describe a linear programming formulation for the data distribution problem on grids. Furthermore, a heuristic method, named Heuristic Data Distribution Scheme (HDDS), is proposed to solve this problem.We implement two types of data mining applications, Association Rule Mining and Decision Tree Construction, and conduct experiments on grid testbeds. Experimental results show that data mining programs using the proposed HDDS to distribute data could execute more efficiently than traditional schemes could.