We have fabricated a highly nonlinear complex microstructure tellurite fiber with a 1.8 micron core surrounded by four rings of holes. The cane for the fiber was prepared by combining the methods of cast rod in tube and stacking. In the process of fiber-drawing a positive pressure was pumped into the holes of cane to overcome the collapse of holes and reshape the microstructure. The correlations among pump pressure, hole size, surface tension and temperature gradient were investigated. The temperature gradient at the bottom of the preform's neck region was evaluated quantitatively by an indirect method. The chromatic dispersion of this fiber was compared with that of a step-index air-clad fiber. It was found that this fiber has a much more flattened chromatic dispersion. To the best of our knowledge this is the first report about a soft glass microstructure fiber which has such a small core together with four rings of holes for the dispersion engineering. The SC generation from this fiber was investigated under the pump of a 1557 nm femtosecond fiber laser. Infrared supercontinuum generation, free of fine structure, together with visible third harmonic generation was obtained under the pump of a femtosecond fiber laser with a pulse energy of several hundred pJ.