It sounds like you have misunderstood the meaning of UV Groups.
In Zbrush UV Groups are understood as sets of UV coordinates belonging to the same model but spread across multiple 1 * 1 areas of UV space. For example, the head has its UVs in the 0,0 to 1,1 UV space and the arms has UVs in the 1,0 to 2,1 UV space. Disconnected sets of UVs within a single 1 * 1 area of UV space only add up to 1 UV group in ZBrush, and thus 1 polygroup selection. Spread them across multiple 1 * 1 UV areas and you have UV groups in ZBrush.
If you are only looking for an easy way to select geometry in ZBrush you might try assigning Selection Sets in Maya. These are transfered to the .OBJ format as groups and will be automatically converted to ZBrush’s polygroups upon import. Modo also uses the term Selection Sets that will export to the .OBJ format as groups. I am unaware of any 3DSMax selections/tags/materials that are exported as .OBJ groups.
But remember, if you need to create multiple displacement maps from the same model you still need the UVs spread across multiple 1 * 1 UV areas. If you go that route be sure to keep the various UV sets within 1 * 1 UV areas and do not let a UV span across 2 seperate 1 * 1 UV areas.
EDIT: Awww come on Aurick, I just answered the door and when I return to finish the message you have already replied to this one, and five other threads
I am sure the shadow under your mouse cursor has trouble keeping up with you.