The invention discloses a method and system for downloading data to mobile terminals, a mobile terminal that utilizes the method, and a method and a system for implementing data sharing between mobile terminals. The method for data downloading includes: dividing data to be downloaded into multiple data task segments by a master mobile terminal, and allocating the data task segments to one or more mobile terminals; downloading the data by the mobile terminals in accordance with the allocated data task segments; judging by the master mobile terminal whether there are any data task segments that have not been downloaded; and if yes, allocating the data task segments to at least one mobile terminal that has finished downloading data task segment; and if no, terminating the download procedure. The system for data downloading includes: a server, at least a master mobile terminal, and at least a slave mobile terminal.