A data relay apparatus (access point) connects to a network having a DHCP server and authentication server. The data relay apparatus stores the MAC address of a communication device which is permitted to connect. When a communication device starts to connect to the data relay apparatus, it is determined whether or not the MAC address of the communication device is stored. Assume that the address is stored. In this case, even if, for example, the communication device is not authenticated by authentication processing performed by the authentication server, dummy data indicating that authentication is successful is transmitted to the communication device to notify the communication device that the authentication is successful. Subsequently, since the communication device requests the DHCP server to assign an IP address, the address assignment request from the communication device is transferred to the DHCP server so as to assign the IP address to the communication device. In addition, different security levels at the time of network access are set for a communication device which has failed in authentication by the authentication server but is assigned an IP address and a communication device which is successful in authentication.