You can take file and filegroup backups in simple recovery, however unless the file/filegroup is read only, you won't be able to restore them and bring the entire DB online.
Get used to doing backups from T-SQL, far more control than you get via the GUI.
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