OK, figured out where the Primary filegroup belongs on a Range Right partitioning function, and why...

here is the new code, for anyone trying to do this:

CREATE PARTITION FUNCTION dispense_date_pfn(date)

AS

RANGE RIGHT FOR VALUES ('20100201','20100301','20100401','20100501','20100601','20100701','20100801','20100901','20101001','20101101','20101201', '20110101')

-- Create partition scheme

CREATE PARTITION SCHEME dispense_date_pscheme

AS

PARTITION dispense_date_pfn

TO ([PRIMARY],[201002],[201003],[201004],[201005], [201006], [201007], [201008], [201009], [201010], [201011], [201012], [201101])

ALTER DATABASE edw ADD FILEGROUP [201102]

ALTER DATABASE edw ADD FILE (NAME = '201102', FILENAME = 'H:\mssql\data\201102.ndf',

SIZE = 65000MB, MAXSIZE='UNLIMITED', FILEGROWTH = 100MB) TO FILEGROUP [201102]

CREATE TABLE [dbo].[fill_fact_add]

( time_key int not null,

chain_key int not null,

patient_key int not null,

pharmacy_key int not null,

drug_key int not null,

dispense_date date not null,

CONSTRAINT dispense_date_add_chk_con

CHECK ([dispense_date] >= '20110101'

AND [dispense_date] < '20110201')

) ON [201101]

CREATE TABLE [dbo].[fill_fact_drop]

( time_key int not null,

chain_key int not null,

patient_key int not null,

pharmacy_key int not null,

drug_key int not null,

dispense_date date not null)

ON [PRIMARY]

ALTER TABLE fill_fact SWITCH PARTITION 1 to fill_fact_drop

ALTER PARTITION FUNCTION dispense_date_pfn() MERGE RANGE('20100201')

ALTER PARTITION SCHEME dispense_date_pscheme NEXT USED [201102]

ALTER PARTITION FUNCTION dispense_date_pfn() SPLIT RANGE ('20110201')

ALTER TABLE fill_fact_add SWITCH TO fill_fact PARTITION 12

DROP TABLE fill_fact_drop

DROP TABLE fill_fact_add

ALTER DATABASE edw REMOVE FILE [201002]

ALTER DATABASE edw REMOVE FILEGROUP [201002]