According to the simulation analysis on the complex power system with some out-of-step interface borders between different areas, it is found that the risk of misoperation of multi-interfaces separation is existent. The reason lies in the uncoordinated islanding scheme of out-of-step devices. The traditional coordinating scheme is difficult to compromise between selectivity and celerity simultaneously. Furthermore, the coordinating methods between different out-of-step devices by communication also need more system information comes from a far place, which highly depends on the reliability and rapidness of communication. A two-level setting scheme for out-of-step device is proposed. With this new setting scheme, out-of-step device can be provided with credibility,selectivity and celerity simultaneously, and it can be used to deal with the problem of configuring out-of-step device in a complex power grid with multi-interface borders.