Recently, Grid computing has gathered the attention as a means to efficiently and effectively utilize computational resources among multiple organizations. However, the current Grid technologies do not always provide the computational environment enough to satisfy users' requirements because of the heterogeneity and disconnect among computational resources on the Grid. For the reason, we have been attempting to develop a new Grid middleware technology that allows for a virtual cluster composed of virtual computational resources by Xen as a virtualization technology on top of an overlay network realized by PIAX as an overlay networking technology. In this paper, we propose a communication relay mechanism that allows Xen-based virtual computational resources composing a virtual cluster to communicate with each other toward the future development of such a Grid middleware technology. The evaluation shown in the paper indicates that such a virtual cluster is feasible and could work effectively for computationally-intensive applications.