We present the international collaboration MINE (Multi-lambda Integral NEtwork) aimed at conducting multi-wavelength observations of X-ray binaries and microquasars simultaneously with INTEGRAL. The first results on GRS 1915+105 are encouraging and those to come should help us to understand the physics of the accretion and ejection phenomena around a compact object. A collaboration such as MINE could be very useful for observing quasars and microquasars simultaneously with HESS and later with ANTARES.