In today?s interconnected world, the need to access to services across domains is increasing. How to make inter-domain data exchanges secure is what we concerned. Kerberos protocol can be used to secure inter-domain information exchanges, but it cannot be applied directly in environment where boundary device such as firewall exists between domains. Proxy ElGamal encryption scheme is a way to protect data exchanges between two domains. However, there are two disadvantages in using this proxy cryptosystem. In this article, an improved proxy ElGamal cryptosystem is proposed and two secure inter-domain authentication and proxy keys distribution protocols based on the improved proxy ElGamal cryptosystem are designed, one is for trusted domains and the other is for untrusted domains. The proposed protocols make data exchanges between domains more secure and efficient.