Disclosed are a method and a system that operates in accordance with the method to set up a TCP session between a MS and an end point destination via a wireless network and the Internet. The method includes sending a split TCP connection request from the MS to a PEP located in the network, where the split TCP request includes information for identifying a network address of the MS and a network address of the end point destination. The method further includes, in response to receiving the split TCP connection request from the MS, establishing a split TCP connection that includes a wireless TCP (WTCP) connection between the MS and the PEP, and a TCP connection at least part way between the PEP and the end point destination. In one embodiment the end point destination is an application server that is coupled to the Internet, and the TCP connection is established between the PEP and the application server. In another embodiment the end point destination is a second MS that is coupled to a second PEP in a second wireless network, and the TCP connection is established at least as far as the second PEP, and then as a WTCP connection from the second PEP to the second MS.