From Books Online:
Under the simple recovery model, file backups are basically restricted to read-only secondary filegroups.
You can take filegroup backups of a database in simple recovery, but they'll be useless for restore unless all but one are read only.
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