More than one rigid body group?

OK, so I create a hollow cube using the solidify modifier and the use the cell fracture. In the second layer I create a plane and set it to passive, and a UV sphere and set it to active. I have the cube cells set as active with deactivated at start. The problem is it sets the whole thing in the same group. Either the whole thing is set to passive and nothing happens or the whole thing gets set to active and everything falls. Is there a way to place them in separate rigid body groups?

You can only have objects in different groups but you can only have one rigid body world group