The current computer programmings encapsulate attributes and behaviours into objects, but miss the mechanism to support the connection among objects. A programming paradigm is presented to connect all objects. The connection supports communications. Protocols are defined to coordinate the behaviours between objects, which enable the interaction of objects across different platforms. The connection also provides an efficient mechanism to support the concurrency, parallelism, distribution, pipeline and adaptability, etc. They can be governed transparently, autonomously, even adaptively. In this paper, an implementation is also discussed to show the effectiveness of protocol programming.