net group
doesn't work cross-domain. You could try ldifde
to export in the source domain and re-import it in the destination domain. ADMT v3.0 for environments using Windows NT 4.0 up to Windows 2003, or ADMT v3.2 for Windows 2000 to 2008 R2 environments may be another option.
Are the two domains in the same forest (or, more specifically, does a trust exist between them)? Otherwise you'll have to migrate not only the group, but also the users (can be handled by ADMT as well).