  Ultra-luminous X-ray sources (ULX) have so high X-ray luminosities that they
were long thought to be accreting intermediate mass black holes. Yet, some ULX
have been shown to display periodic modulations and coherent pulsations,
suggestive of a neutron star in orbit around a stellar companion and accreting
at super-Eddington rates. In this letter, we propose that the mass transfer in
ULX could be qualitatively the same as in Supergiant X-ray binaries (SgXB),
with a wind from the donor star highly beamed towards the compact object. Since
the star does not fill its Roche lobe, this mass transfer mechanism known as
"wind Roche lobe overflow" can remain stable even for large mass ratios. Based
on realistic acceleration profiles derived from spectral observations and
modeling of the stellar wind, we compute the bulk motion of the wind to
evaluate the fraction of the stellar mass outflow captured by the compact
object. We identify the orbital and stellar conditions for a SgXB to transfer
mass at rates matching the expectations for ULX and show that the transition
from SgXB to ULX luminosity levels is progressive. These results indicate that
a high stellar Roche lobe filling factor is not necessary to funnel large
quantities of material into the Roche lobe of the accretor. Large stellar mass
loss rates such as the ones from the Wolf-Rayet star in M101 ULX-1 or the late
B9 Supergiant in NGC 7793 P13 are enough to lead to a highly beamed wind and a
significantly enhanced mass transfer rate.
