A method and system for establishing a data connection between two devices over a mobile telecommunications network is provided. A mobile terminal can establish a data connection with a second device by establishing a GPRS connection and obtaining an IP address. The mobile terminal sends an SMS message including its IP address to the second device. The second device also establishes a GPRS connection and obtains an IP address, and then sends a return SMS message including the second device's IP address to the mobile terminal. Once the two devices have exchanged IP address information, they jointly set up a data connection to transfer data, e.g., image files.