The system of nonlinear variational inequalities (SNVI) is a useful generalization of variational inequalities. Verma (2001) suggested and analyzed an iterative method for solving SNVI. In this paper, we present a new self-adaptive method, whose computation cost is less than that of Verma's method. The convergence of the new method is proved under the same assumptions as Verma's method. Some preliminary computational results are given to illustrate the efficiency of the proposed method.