To attain efficient data communication by utilizing a plurality of proxy severs.

A client 3 stores addresses of a plurality of the proxy servers 2a-2d and transmits a packet to measure each of response times of plurality of the proxy servers 2a-2d to them when the client 3 is started and available of network connection. Every time the client 3 transmits a packet to each of the proxy servers 2a-2d, the client 3 measures a time receiving a packet sent back from each of the proxy servers 2a-2d to measure the response time. In the case of starting an application software program to execute processing using data communication, the client 3 changes setting to utilize a proxy server with the shortest response time among the proxy servers 2a-2d to attain efficient data communication.