During the last few years, integrated optical waveguide lasers have been demonstrated in a variety of rare earth doped materials. Different techniques were used to fabricate such devices: ion exchange in neodymium doped glass ion implantation in crystals such as Nd:YAG2 and Nd:LiNbO33, titanium diffusion in Nd:LiNbO34, Er:LiNbO35, and Nd:LiTaO36, and proton exchange in Nd:MgO:LiNbO37 and Nd:LiTaO38. Due to their electro-optic and nonlinear properties, rare earth doped lithium niobate and tantalate are very attractive for realizing mode-locked and Q-switched devices as well as intracavity frequency doubled sources. Following the success we had in realizing such functions in annealed proton exchanged Nd:MgO:LiNbO3 waveguides, we tried to transpose this technique to Nd:LiTaO38 which has the reputation of having a higher optical damage threshold than LiNbO3, and has ben used to produce efficient guided- wave frequency doublers using the periodic domain inversion technique, and Er:LiNbO3 which allows applications in the telecommunication domain. This transposition turns out to be more difficult than expected. In this paper, I will explain these difficulties starting with some information in concerning the proton exchange technique itself. I will then present the results we obtained on the different crystals, to focus the discussion on the reduction of the excited state lifetime induced by the different kinds of proton exchange processes.