By using a two-step method, we successfully synthesized the iron based new superconductor LaO$_{0.9}$F$_{0.1-x}$FeAs. The Hall effect and magnetoresistance were measured in wide temperature region. A negative Hall coefficient R_H has been found implying a dominant conduction by electron-like charge carriers in this material. The charge carrier density determined at 100K is about 9.8E20 cm-3, which is close to the cuprate superconductors. It is further found that the magnetoresistance does not follow the Kohler's law. Meanwhile, the Hall coefficient, the resistivity at 0T, and magnetoresistance all have an anomalous property at about 240K, which may be induced by the multi-band effect or by some exotic scattering mechanism.