The mechanism to create breakpoint groups relies
on copying and pasting one or more breakpoints
into a group.  JSP breakpoints consist of both a
JSP file breakpoint and Servlet (Java class)
breakpoint, but you can cut the JSP  file
breakpoint and paste it (on it's own) into the
breakpoint group--leaving the Servlet breakpoint
on its own (outside of the group).

Similarly, you can cut the Servlet breakpoint and
paste it into the breakpoint group.  

In general, you should not be able to separate the
JSP file breakpoint and the Servlet breakpoint
since logically they represent a single breakpoint.