I haven't quite figured out it's purpose yet either, but from the jboss Quick Start Guide:
The roles used for user permissions must be contained in rows with a RoleGroup column value of Roles.
So basically for user authentication purposes it has to contain the value of 'Roles'. If anything else is in the RoleGroup column the Role will not be added to that users credentials.
It would certainly be nice to have someone explain what other RoleGroups there are and what they would be used for if not for user authentication.