Establishing on-line communication between multiple client computers in a computer network by assigning each client computer a different modulation band for outgoing signal transmission. Each client computer has a modem and client software for operating the modem and otherwise managing communication between the client computer and other client computers. When an on-line session is to be established between the any group of client computers, three or more modulation bands are made available to the client computers. One of the modulation bands is selected for each of the client computers as a modulation band for data transmission, with each client computer having a unique modulation band for data transmission. Each of the client computers utilizes the remaining modulation bands as potential receiving bands. During the on-line communication session, each client computer transmits data using the unique modulation band assigned thereto and receives incoming data using any of the remaining modulation bands. These bandwidth allocation techniques enable simultaneously data transmission between the client computers and, in one implementation, can be used to support video games that are played among remote players.