1. A method of executing a query in a computer to retrieve data from a database stored on a data storage device, comprising the steps of: under control of a manager server: selecting one of a plurality of agent servers to execute the query based upon availability of each agent server and based upon connections between each agent server and a data source and a data target required for execution of the query; limiting each data transfer to data transfers between the data source and the data target, when both the data source and the data target are connected to the selected agent server; and under control of the selected agent server, transferring data from the data source to the data target without using one of the other agent servers, wherein the data source and the data target are both connected to the selected agent server.