A CPU executes a communication partner search process for searching for a communication partner (another game machine). The CPU confirms received data content. If identification information included in the received data matches, application identification information saved in a wireless communication module is compared with application identification information included in the received data. When the pieces of application identification information match, a notice that another game machine having exchange data corresponding to the matched application identification information is found is given to a main body. Then, giving/receiving of exchange data is executed to/from another game machine.