Follow "Where can I see all my groups?" to bring up the Group Management Interface. If you create the group, you are the group admin.
1. Click on "New Group" in the group window
2. Name your group and search for the users you are going to add
3. Assign a group level from can view to group admin for each of the group members in the dropdown menu on the right
4. Click on "Save"
You can always come back and manage your groups. More on managing your groups, please read "How to manage a group?"