Why is moving data between filegroups hard?
****As a consultant its common to walk into a customer site and find databases that are contained in one very large file. For various reasons it can be beneficial to adjust the number a data files for a database. See here. However, in SQL Server moving data from a one file database into a multi-file configuration is a non-trivial task. It’s a two step process, requiring that you add a new filegroup then in the filegroup add your multi-file configuration.