This method makes secure a link, for example a radio link, between a data terminal (PDA2) and a data processing local area network (WLAN2) that is coupled to a mobile telephone network (PLMN2) that includes an authentication center (AU2). It consists in: linking (L3) the data terminal (PDA2) to a mobile telephone terminal (T2) that includes means (SIM3) for executing a procedure for making secure a radio link between said mobile telephone terminal (T2) and the mobile telephone network (PLMN2), said procedure including in particular exchanging information with the mobile telephone network (PLMN2), said exchange of information usually being supported by a radio link between the mobile telephone terminal (T2) and the mobile telephone network (PLMN2); executing the same procedure in the mobile telephone terminal (T2), but with the exchange of information supported by the link (L4) between the data terminal (PDA2) and the data processing local area network (WLAN2) and by an interworking link (IL2) connecting the data processing wireless local area network (WLAN2) and the mobile telephone network (PLMN2); and transferring the result of this procedure from the mobile telephone terminal (T2) to the data terminal (PDA2).