In the framework of the EUROnu design study, a new design for the CERN to Frejus neutrino beam based on the SPL is under development by the WP2 group. The main challenge of this project lies with the design of a multi-MW neutrino beam facility. The horn and the decay tunnel parameters have been optimized to maximize any potential discovery. The target design, thermo-mechanical analysis, and power supply design of the horn system as well as any safety issues are being studied to meet the MW power requirements for the proton-beam.