Yeah, I had been thinking that was the one bit of support missing. Here's a version with support for them (but literally zero error checking if you do something stupid like overlapping ranges, backwards pairs, invalid syntax, etc)
http://www.quaketastic.com/files/tools/fbxtomdl-0.4.zip
The switch is -g, used like
fbxtomdl -g 1-6,17-25,40-45
Groups have to be constructed from contiguous frame ranges, and animation speed is automatically 0.1. If you want anything fancier you need to install python and check out qmdl. Test it out and if you don't run into bugs I'll make the release proper.