Connecting 4 instances?

Hi!

In our school (Tampere Polytechnic University) we are having a course called “ERP-project”. We are making 4 companies that are tied together (e.g. car parts distributor, car importing company, company that sells interior to cars etc.) and create the an ERP-system. We just installed MS Dynamics AX 4.0 and as me and one other student are responsible for the technical implementation, I was thinking is this kind of connection possible with AX? And any pointers how?

We got a license for SAP R/3, but I’d rather like to see what AX can do.