This paper presents a model of network formation in which links are costly. We endogeneize the part of the cost supported by each of the players involved in a bilateral link. In this sense we consider that these sharings result from bargaining. We study this process in a context of coordination games. We show that, if this cost is not too high, players coordinate either in the risk-dominant action or in the efficient one: if costs of forming links are higher than the risk-dominance premium the efficient action is selected; meanwhile, if they are lower, the risk-dominant action prevails.