If you ever have any trouble theming fieldgroups in Drupal 6 here is a list of steps to take to get it working
Copy fieldgroup-simple.tpl.php from /$your-module-path/cck/fieldgroup/fieldgroup-simple.tpl.php to /$your-theme-path/fieldgroup-simple.tpl.php
Edit the display of your content type (admin/content/node-type/$node-type-name/display)
Check that the fieldgroups you want to theme are set to simple and not fieldseT
From here on all fieldgroups set to simple display will use this file as its template, if however you want a more specific template for a certain fieldgroup you can now duplicate your fieldgroup-simple.tpl.php and use the following pattern.
fieldgroup-simple-group_my_fields.tpl.php where group_my_fields is the machine name of my fieldgroup
More details of the naming conventions can be found in the modules template preprocess