I believe that you need to specify the WITH PARTIAL, NORECOVERY option when restoring mulitiple file groups. I've used something like...
FILE = [filename]
FROM DISK 'C:\PathOfBackupFile.bak'
WITH PARTIAL, NORECOVERY
MOVE [filename] TO 'C:\NewPath.mdf.'
That would get the primary restored, but leave the database in Recovery so you can restore the rest of your filegroups and any tran logs before using the WITH RECOVERY to bring the database up.