USE master
GO

IF DB_ID('MyDB') IS NOT NULL
   DROP DATABASE MyDB
GO

CREATE DATABASE [MyDB]
ON PRIMARY (
   NAME = 'MyDB',
   FILENAME = N'C:\MyDB_Primary.mdf'),
FILEGROUP MyFileGroup (
   NAME = 'MyDBFileGroup2',
   FILENAME = N'D:\MyDB_MyFilegroup.ndf')
GO

USE MyDB
GO
EXEC sp_helpfile
SELECT * FROM sysfiles
GO