An incremental development framework which supports a conform construction of Protocol State Machines (PSMs) is presented. We capture design concepts and strategies of PSM construction by sequentially applying some development operators: each operator makes evolve the current PSM to another one. To ensure a conform construction, we introduce three conformance relations, inspired by the specification refinement and specification matchings supported by formal methods. Conformance relations preserve some global behavioral properties. Our purpose is illustrated by some development steps of the card service interface of an electronic purse: for each step, we introduce the idea of the development, we propose an operator and we give the new specification state obtained by the application of this operator and the property of this state relatively to the previous one in terms of conformance relation.