Recently, Li et al. proposed their generalization of proxy signature schemes. However, all of Li et al.'s schemes have a common security weakness. In Li et al.'s schemes, an adversary first intercepts a valid proxy signature generated by a proxy group on behalf of the proxy group GP. From the intercepted proxy signature, the adversary can forge illegal proxy signatures being likely generated by the proxy group on behalf of an adversary. To overcome this weakness, our improvement is also proposed.