You need to rebuild the clustered indexes onto the new filegroup.
CREATE INDEX ... WITH DROP_EXISTING specifying ON [NewFileGroup] should work. I seem to recall it works even if the index is part of a primary key, but I'm not totally sure.
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
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