In a network system S, which includes an agent server LS that is located between the Internet IN and a terminal T and that relays a connection request from the terminal T to the Internet IN, the agent server LS requests the establishment of a connection between the terminal T and the agent server LS and transmits to the terminal T a request signal that includes identification information for the agent server LS. The terminal T receives the request signal and examines the agent server LS based on the identification information included in the received signal. When it is concluded that the agent server LS that transmitted the request signal is one to which the terminal T should be connected, a connection is established with the agent module LS that transmitted the request signal.