Abstract: The objective of the present invention is to provide an Internet connection system capable of bi-directional communications between the home network and the Internet by relatively simple means, enabling manufacturers of client-end home network appliances to create added values for users. In order to attain the above objective, there is provided a method for connecting a client device and a server. The method is implemented on an Internet connection system, which has the client device, a relay device, and the server, the server being connected to the Internet and also to the client device through the relay device and the Internet. The method includes the steps of: (a) notifying the relay device of an IP address of the server; (b) enabling the relay device to establish a TCP/IP session by means of a tunneling connection between the relay device and the server by use of the IP address; and (c) enabling the relay device to route communications via the TCP/IP session from the server to the client device.