From MSDN -

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnsql2k/html/thestorageengine.asp?frame=true%5d

"Note In SQL Server 2000, the number of asynchronous I/Os is now managed dynamically inside the database engine, and is not influenced by the number of files or filegroups used, as was the case in SQL Server 7.0. "

Have you found this behavior to be different than stated?