Like described earlier in post Audience Compilation In Multi Forest, it is not possible to use groups from a different forest in audience compilation.
As a workaround Microsoft suggested to create groups in the Sharepoint domain and add users (NOT GROUPS) from the other domain to this group. If you try to use DSMod to add the users from the other domain to the group (for example to add many users to a group), you will receive an error message: "The specified user does not exist".
This error is described in article KB892239 and is because DSMod also does not support multiple forests. The article gives a VBScript code example to work around this issue and add users via VBScript. That way adding users batch-wise is still possible.