Proxy signature is an important technology in secure e-commerce. Short signature and fast verification are of paramount importance for its practical application. In this paper, we propose a proxy signature key generation protocol in which the warrant is the proxy public key for the first time. This protocol can be combined with ID-based signature scheme from bilinear pairing to construct an ID-based proxy signature scheme. Furthermore, compared with all previous proxy signature schemes, the scheme constructed has two virtues: (1) the proxy signature is shorter because it does not include any parameters for rebuilding the proxy public key; (2) the verification of the proxy signature is faster because the public proxy key does not have to be computed. Also we give such a proxy signature scheme.