In 2004, Tzeng, Yang and Hwang proposed a nonrepudiable threshold multi-proxy multi-signature scheme with shared verification. However, Bao, Cao and Wang pointed out that Tzeng et al.'s scheme cannot resist frame attacks and therefore presented an improved version. In this paper, we will show that there is another security flaw existing in both Tzeng et al.'s scheme and Bao et al.'s scheme.