A portable handheld game machine includes a capability to download and execute code from a source such as another game machine. The portable game machine enters a download mode in which it is receptive to receipt of executable code downloaded from the source. The portable game machine stores the executable code in an internal random access memory, and executes the code out of the memory. Successive downloads can be used to download an application that is larger than the internal memory capacity of the portable game machine. The source may issue a reset command to cause the portable game machine to re-enter the download mode to receive an next successive block of code. This allows multiplayer capabilities to be achieved without requiring a separate memory cartridge to be installed in each of the portable game machines.