You’ve got a few options, none of which are easy to setup.
- Export the data, then encrypt the file, then transfer the file, then decrypt the file, then import the file.
- Setup IPSec between the two SQL Servers and then transfer the data as normal.
- 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.