Conventional multi-beam forming with fixed-position antenna (FPA) arrays needs to trade-off between maximizing the beamforming gain over desired directions and minimizing the interference power over undesired directions. In this letter, we study the enhanced multi-beam forming with a linear movable-antenna (MA) array by exploiting the new degrees of freedom (DoFs) via antennas' position optimization. Specifically, we jointly optimize the antenna position vector (APV) and antenna weight vector (AWV) to maximize the minimum beamforming gain over multiple desired directions, subject to a given constraint on the maximum interference power over undesired directions. We propose an efficient alternating optimization algorithm to find a suboptimal solution by iteratively optimizing one of the APV and AWV with the other being fixed. Numerical results show that the proposed multi-beam forming design with MA arrays can significantly outperform that with the traditional FPA arrays and other benchmark schemes in terms of both beamforming gain and interference suppression.