We had tried to install super-agent in cross-domain environment where we are getting error as access denied,
Does we had to configure any permissions and to where ?
How are you trying to install the agent? If it's by sending it from the ePO server, then yes, you will need to have a trust relationship in place and be using an account with local admin privileges on the target machine.
Otherwise there's usually no problem - simply install the agent package locally using a local admin account (or by using Run As on Win7 / 2008)
We had already installed the agents. But when we want to convert some a agent as superagent by assigning superagent related changed made policy, and tried to replicate it gives error as "access denied."