In order to build dynamic and open Multi-Agent Systems (MAS) for heterogeneous intelligent entities, we define aptitude model to abstract the intelligent properties for heterogeneous entities, and present an aptitude-based methodology (ABM). By the aptitude model and the methodology, dynamic agent model can be built as a platform and different kinds of entities can implement the agent model to act roles in application domain. In the MAS constructed by ABM, the organization is dynamic by different implementation for roles. In addition, we set a human-machine cooperative gobang system as example. As far as we know, ABM is the first Agent-Oriented Methodology to build dynamic and open MAS for heterogeneous intelligent entities.