It is good practice to set up a secondary filegroup on a SQL Server database and make that the default before you create any objects inside the new database. Just ask Buck Woody ! http://blogs.msdn.com/b/buckwoody/archive/2009/05/21/sql-server-best-practices-setting-a-default-filegroup.aspx.
Here is some sample code to add a secondary filegroup to your brand new database, add two equal sized files to the secondary filegroup and make this filegroup the new default for your database. 100Mb was specified for file growth but remember it is better to presize your data files.
ALTER DATABASE [YourDatabase] ADD FILEGROUP [SECONDARYFG] GO ALTER DATABASE [YourDatabase] ADD FILE ( NAME = secondaryfgdat1, FILENAME = 'C:\SQLFolder\secondaryfgdat1.ndf', SIZE = 100MB, MAXSIZE = 100MB, FILEGROWTH = 100MB ), ( NAME = secondaryfgdat2, FILENAME = 'C:\SQLFolder\secondaryfgdat2.ndf', SIZE = 100MB, MAXSIZE = 100MB, FILEGROWTH = 100MB ) TO FILEGROUP SECONDARYFG; GO ALTER DATABASE [YourDatabase] MODIFY FILEGROUP SECONDARYFG DEFAULT; GO