A method for establishing an Internet Protocol connection between a request terminal and a called terminal, the method comprising: the request terminal connecting to a wireless network, starting an end-to-end program, and extracting a program name of a program file executed when starting the end-to-end program; the request terminal sending a short message according to an agreed request format to the called terminal, wherein the short message comprises a request identifier identifying that the short message is a request short message, the program name, and an Internet Protocol address of the request terminal; after the called terminal receives the request short message, the called terminal checking whether the first character of the text of the request short message is the request identifier in the agreed request format, if not, display the text of the short message normally; if yes, the called terminal displaying the text of the request short message to a user and prompting the user whether to accept or reject it; when the user chooses to accept it, the called terminal obtaining the program name by parsing the text of the request short message according to the agreed request format, and searching an end-to-end program with the same program name in the called terminal, if the end-to-end program is found in the called terminal, the called terminal displaying the end-to-end program to the user; after the user starts the end-to-end program in the called terminal and inputs the Internet Protocol address comprised in the request short message, the end-to-end program in the called terminal sending a network connection request to the request terminal according to the input Internet Protocol address; when the end-to-end program in the request terminal which end-to-end program is in a monitoring state has monitored the network connection request, the request terminal performing Internet Protocol based data interaction with the called terminal. the request terminal connecting to a wireless network, starting an end-to-end program, and extracting a program name of a program file executed when starting the end-to-end program; the request terminal sending a short message according to an agreed request format to the called terminal, wherein the short message comprises a request identifier identifying that the short message is a request short message, the program name, and an Internet Protocol address of the request terminal; after the called terminal receives the request short message, the called terminal checking whether the first character of the text of the request short message is the request identifier in the agreed request format, if not, display the text of the short message normally; if yes, the called terminal displaying the text of the request short message to a user and prompting the user whether to accept or reject it; when the user chooses to accept it, the called terminal obtaining the program name by parsing the text of the request short message according to the agreed request format, and searching an end-to-end program with the same program name in the called terminal, if the end-to-end program is found in the called terminal, the called terminal displaying the end-to-end program to the user; after the user starts the end-to-end program in the called terminal and inputs the Internet Protocol address comprised in the request short message, the end-to-end program in the called terminal sending a network connection request to the request terminal according to the input Internet Protocol address; when the end-to-end program in the request terminal which end-to-end program is in a monitoring state has monitored the network connection request, the request terminal performing Internet Protocol based data interaction with the called terminal.