  For the calculation of multi-loop Feynman integrals, a novel numerical
method, the Direct Computation Method (DCM) is developed. It is a combination
of a numerical integration and a series extrapolation. In principle, DCM can
handle diagrams of arbitrary internal masses and external momenta, and can
calculate integrals with general numerator function. As an example of the
performance of DCM, a numerical computation of two-loop box diagrams is
presented. Further discussion is given on the choice of control parameters in
DCM. This method will be an indispensable tool for the higher order radiative
correction when it is tested for a wider class of physical parameters and the
separation of divergence is done automatically.
