Not really sure if this is what you are looking for but here's what I use. Only ran it on a few simple test but seemed to work ok.
Code:
Public Sub GroupRows(ByVal firstRow As Integer, ByVal lastRow As Integer)
'select the rows you wish to group
xlsRange = xlsApp.Range(firstRow.ToString & ":" & lastRow.ToString)
xlsRange.Rows.Select()
'group the rows
xlsRange.Rows.Group()
End Sub