Have you checked the script library here or a google search? There should be something to get you started. It's not trivial though.
One question though. Why are you doing this? What's the reason behind moving nonclustered indexes to another filegroup.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability