In this paper a membrane-immune algorithm is proposed,which is inspired from the structure of living cells and the vertebrate immune system. The algorithm is used to solve one of the most famous combinatorial NP-complete problems, namely the Multiple Zero/One Knapsack Problem. Various heuristics, like genetic algorithms, have been devised to solve this class of combinatorial problems. The proposed algorithm is compared with two genetic based algorithms and overcame both of them. The algorithm is evaluated on nine benchmarks test problems and surpassed both of the genetic based algorithms in six problems, equaled with one of them in two problems and lost in one problem, which indicates that our algorithm surpasses in general genetic algorithms. We claim that the proposed algorithm is very useful in solving similar combinatorial NP-complete problems.