>It seems to be very difficult to move a filegroup into another location. I am making reference to the Path column in the database properties under the Files section. Has anyone found a clean way to do that?

See http://msdn.microsoft.com/en-us/library/bb522469.aspx

and there
To move a data file or log file to a new location, specify the current logical file name in the NAME clause and specify the new path and operating system file name in the FILENAME clause. For example:

Copy
MODIFY FILE ( NAME = logical_file_name, FILENAME = ' new_path/os_file_name ' )
When you move a full-text catalog, specify only the new path in the FILENAME clause. Do not specify the operating-system file name.

For more information, see Moving Database Files.