You’ve got a few options, none of which are all that easy to setup.
1. Export the data, then encrypt the file, then transfer the file, then decrypt the file, then import the file.
2. Setup IPSec between the two SQL Servers and then transfer the data as normal.
3. Setup a Secure FTP Server at the second SQL Server. Export the data, then use a SFTP server to transfer the file to the remove server, then import the file.
If you take option #1 you can use use openssl or PGP to encrypt the files.
If you take option #2 you can find some info about IPSec here.
If you take option #3 here is a site about setting up an SFTP server on Windows. This site also includes information on finding an SFTP client.
If I was setting this up I would probably go for Option #2, and if that didn’t meet my requirements Option #1.
Denny