Algo assim deve ajudar:
CREATE UNIQUE CLUSTERED INDEX PK_YourTableName
ON dbo.YourTableName(YourPKFields)
WITH (DROP_EXISTING = ON) ON [NewFilegroup]
CREATE UNIQUE CLUSTERED INDEX PK_YourTableName
ON dbo.YourTableName(YourPKFields)
WITH (DROP_EXISTING = ON) ON [NewFilegroup]