Rhiannon's right. You'll need the help of McGrail or an Ed to add the sites to your new site group.
The only way to avoid this is if you 'own' all the sites that you're moving or you can persuade the site owners to move 'em for you.
I gather that McGrail isn't around at the moment, so I'd copy the request to the Eds in the hope that one of them might do it. Make it really clear what you're after, otherwise they'll just bounce it back at you with a load of questions (awkward buggers).
:-)#
K x