A digital mobile communication system is provided with a facility by means of which it can establish a connection to the Internet network (12) via an Internet access point (14, 15). IAP settings needed for establishing a connection are stored in a mobile station (MS). When a mobile station (MS) roams, the closest point may, however, change, and IAP settings should be updated in the mobile station (MS). The invention comprises dividing the mobile communication system into IAP areas, which are given preferred IAPs. An IAP area may be e.g. a mobile communication network (11, 17). Mobile communication networks broadcast system information on the basis of which a mobile station may detect that the IAP area has changed and start a procedure for updating IAP settings. Updating may comprise retrieval of IAP settings from a special server (13) in the network maintained by an Internet service provider. Retrieval can be done e.g. via a short message service center (10). In one embodiment the mobile communication network broadcasts messages giving recommended IAP settings to mobile stations.