By using transport and magnetic measurement, the upper critical field $H_{c2}(T)$ and the irreversibility line $H_{irr}(T)$ has been determined. A big separation between $H_{c2}(0)$ and $H_{irr}(0)$ has been found showing the existence of a quantum vortex liquid state induced by quantum fluctuation of vortices in the new superconductor $MgB_2$. Further investigation on the magnetic relaxation shows that both the quantum tunneling and the thermally activated flux creep weakly depends on temperature. But when the melting field $H_{irr}$ is approached, a drastic rising of the relaxation rate is observed. This may imply that the melting of the vortex matter at a finite temperature is also induced by the quantum fluctuation of vortices.