There are several Windows and SQL Server requirements that must be met before you can use the FILESTREAM data type. You should review the white paper located here "http://msdn.microsoft.com/en-us/library/cc949109.aspx" and titled "FILESTREAM Storage in SQL Server 2008".
I quote the section of the document that answers your specific question: "A table can have multiple FILESTREAM columns, but the data from all FILESTREAM columns in a table must be stored in the same FILESTREAM filegroup. If the FILESTREAM_ON clause is not specified, whichever FILESTREAM filegroup is set to be the default will be used. This may not be the desired configuration and could lead to performance problems."