Friend, its a big topic to discuss practically. Many thiungs to keep in mind and to be varified specially in case of File groups.
First I like to say that you must restore all the T-Log files recent than the data files u r restoring.
If u r using Enterprise manager to restore then, u have to carefully check the check box saying "Select a subset of backup sets" and then read and cofigure other properties well. Click the Selecttion Criteria button just after the check box and there u can select the Files and filegroups in more filtered manner. Be sure to restote the Filegropu backup with NO RECOVERY. Cos u will have to apply T-Logs also. (Choose 2nd option of three displayed). Whe u r sure that no further Log are left, then Last Log file must be restored With RECOVERY (First option).
If u r using T-SQL then I hope u can find the Syntax in Books Online easily. Further considerations are same. Here is an example.
RESTORE DATABASE MyDb FILE = 'SECON_DBBACKFILE' FROM MyBackMedia
WITH NORECOVERY,STATUS =10
RESTORE LOG MyDb_LOG FROM MyDbLOGBackUp WITH FILE = 2
** 2 means the secon backup set of ur backup media which hold the Tlog backup.