Both of the above are more or less correct (deepends if each user has a group or not). But they will also both give a result set with several entries for each user.
There are ways of concatenating every group member into one comma separated string, I'd suggest you read about it here:
http://www.simple-talk.com/sql/t-sql-programming/concatenating-row-values-in-transact-sql/
Another method I personally like is to use bit values instead of the relational table user2group
table user then gets a int (or bigint) field group, and each group ID is assigned one bit value (ie: 1,2,4,8,16 and so on) The value of the user table's group field is then the sum of the groupID it's assigned to. To query if its got a group you do:
where (group AND groupID = groupID)