When you say "Group", do you mean like a JomSocial community group or a registration / profile type? We support the profile type option, but not a method of joining a community group on registration. I'm not sure how you'd want this to work, and likely not something we'd implement. Some sites have hundreds of groups. Listing them on during the registration process could be tedious and confusing.
If nothing else, I'd recommend setting the New User Registration page to a listing of your groups or a custom article which describes your groups and why/how to sign up for them.
I hope that helps explain our perspective, but let us know your thoughts.
Thanks,
Alex