Abstract: An automatic connection device in a data transmission system comprises the Internet, several local networks which are connected to the Internet, a first host computer being used by a first user and a second host computer being used by a second user connected to the Internet. The device further has a hardware connection mechanism, such as a USB port which is intended to be connected to a corresponding hardware connection of the first host computer, and a software connection which mechanism automatically connects the first host computer to one of the local networks once the hardware connection mechanism of the device has been physically connected to the corresponding hardware connection mechanism of the first host computer, thereby enabling the exchange of data between the first host computer and the second host computer.