>Anyone would know why I get this message on a particular index command I am executing:
>
>ALTER DATABASE MyDatabase ADD FILEGROUP BusinessTime...
>Backup, file manipulation operations (such as ALTER DATABASE ADD FILE) and encryption changes on a database must be serialized. Reissue the statement after the current backup or file manipulation operation is completed

The error message seems to be clear. Looks like there was another process going on with the database at the same time.