As some readers of this newgroup can recall, I use Cognos' program
called Data Manager to build my data warehouse. I has the ability to
create indexes, however I cannot add other arguments to its command.
It has a basic command such as
CREATE INDEX PERSONNEL_ID ON
"dbo"."F_Personnel_Detail" ( "PERSONNEL_ID" )
The index by default is built in the PRIMARY filegroup.

I am testing out putting the indexes in their own filegroups and
testing performance and fragmentation management and I thought it
would be great if I could configure the database to use a filegroup
other than PRIMARY to build the index if the ON [INDEXES] argument is
not provied.
TIA
Rob