Hi Girijesh,
Its not often that I've seen DLO setup like this, where users are on different domain and computers on different. Even if you manage to setup in cross-domain environment, it may be difficult to manage and to troubleshoot a issue, not because software does not have capability but due to the fact the you are creating a complex enviroment. I would personally recommend a DLO setup where users and computers are part of same domain.
However, you may explore more from DLO admin guide which you can download from this link http://www.symantec.com/docs/DOC6413
See the initial pages, page 19-21 under the heading 'Before you install' and also page 96, Profile user settings.