1. A method of connecting a wireless network of a digital device, the method comprising: receiving a signal from a peer digital device; comparing Receive Signal Strength (RSS) of the received signal with a specified threshold to determine whether the peer digital device is located nearby; if it is determined that the peer digital device is located nearby, establishing a Wireless Local Area Network (WLAN) connection to the peer digital device; and automatically executing an application program that uses the WLAN connection.