Adding a group as a member of a group is called nesting. For distribution groups, nesting is supported in both mixed mode and native mode. For security groups, nesting is supported only on domains running in native mode.
To nest a group in another group, use the same techniques described in Adding members to groups in a domain.
Be aware that depending of the scope of the group, the group can contain only specific types of groups from certain domains. For more information about the effect of group scope on members, see Scope of Groups.
Your nesting options depend on whether the domain is in mixed mode or native mode.