Here is a sample of the code I used to create a new File Group, a new file, and then add a table to that File Group.
ALTER DATABASE [DELTA2] ADD FILEGROUP [SECONDARY]
GO
ALTER DATABASE [DELTA2] ADD FILE(NAME = N'FILE_2',
FILENAME = N'C:\FILE_2_Data.NDF' ,
SIZE = 1, FILEGROWTH = 10%)
TO FILEGROUP [SECONDARY]
GO
CREATE TABLE TBL_NEW
( FIELD_1 INTEGER NOT NULL,
FIELD_2 VARCHAR(255) NULL) ON [SECONDARY]
GO