To allow player to play a network game without any increase in storage capacity of a portable game machine by downloading a program from another game machine even if a cartridge is not loaded in the portable game machine.

When the power is applied to the portable game machine, a CPU thereof executes a starting program, and first detects the cartridge in the step S3. When the cartridge is not mounted and also the communication with another game machine is enabled, a request for the transfer of a program is given to a second game machine in the step S11 according to the starting program . The second game machine reads the program and transfers it to the portable game machine according to the transfer request. The portable game machine writes the transferred program to a work RAM in the step S13, performs authentication processing in the step S15, and then starts the execution of the written program written to the work RAM in the step S21 when the authentication result is OK according to the starting program.