The help/xymon-alerts.html help page doesn't mention the GROUP rule keyword, but it is mentioned in the comments in alerts.cfg, and is in the manual page.

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*Steve Coile *Senior Network and Systems Engineer, McClatchy Interactive <http://www.mcclatchyinteractive.com/> Office: 919-861-1247 | Mobile: 919-622-5369 | Fax: 919-861-1300