Windows - Grouping shortcuts in a folder

[sunnypoker]

I have all the shortcuts to open poker rooms in one folder
they are all jumbled up and i hate it

i know that inside a folder you can right click and then arrange icons by group.
(though, the groups allowed are type of file, date, file name and file size)

is there any way i can modify this "grouping" so that i can group them by:
Poker Network, iPoker network, party, Prima, Crypto, Tribeca
etc?