In this paper, we present a method to analyze the performance of high-reliability Internet systems in wireless environments with Automatic Repeat ReQuest (ARQ) schemes. Considering the setting up procedure of a data link in wireless networks, we build a Geom/G/1 queue model with a setup strategy to characterize the system operation, and analyze the probability distribution of the system to obtain the performance measures. Numerical results are given to evaluate the performance of different ARQ schemes in terms of the response time and the utility, and to show influence of the delay of the setup procedure and the round-trip-time on the system performance.