There are two major difficulties in real-time multicast connection setup. One is the design of an efficient distributed routing algorithm which optimizes the network cost of routing trees under the real-time constraints. The other is the integration of routing with admission control into one single phase of operations. This paper presents a real-time multicast connection setup mechanism, which integrates multicast routing with real-time admission control. The proposed mechanism performs the real-time admission tests on a COT (cost optimal tree) and a SPT (shortest path tree) in parallel, aiming at optimizing network cost of the routing tree under real-time constraints. It has the following important features: (1) it is fully distributed; (2) it achieves sub-optimal network cost of routing trees; (3) it takes less time and less network messages for a connection setup.