Select New Contact, then side over a bit to the three icons above the blank contact.
Select the middle; Groups.
Then select, Create new.
I decided to use the name Siblings for obvious reasons.
Select the Add Contact icon and start hammering in names.
You'll notice that Dennis and Ray are also part of the Michigan Family group, but Kathy and myself aren't.
I got as far as "s-i-b" before the addresses self-propagated.
Excessive use of white out on the images has been used so I can post this elsewhere without sharing our info with the world...