We have developed a new three dimensional general relativistic magnetohydrodynamic (GRMHD) code, RAISHIN, using a conservative, high-resolution shock capturing scheme. Numerical fluxes are calculated using the Harten, Lax, & van Leer (HLL) approximate Riemann solver scheme. The flux-interpolated, constrained transport scheme is used to maintain a divergence-free magnetic field. We describe code performance on some test problems in both special and general relativity. Our new GRMHD code has proven to be accurate to second order and has successfully passed several numerical test problems including highly relativistic and magnetized tests in both special and general relativity. We have performed several simulations of non-rotating and rotating black hole systems with a geometrically thin accretion disk. The simulations show the formation of jets driven by the Lorentz force and the gas pressure. It appears that the rotating black hole creates an additional faster, and more collimated outflow inside a broader, slower outflow that is also generated by the rotating accretion disk around a non-rotating black hole. The kinematic jet structure could thus be a sensitive function of black hole rotation.