Budget by Category Group

I have set up a budget in Quicken, organized by Category Group. However, all of the reports that I've found (including "Budget Actions=>Budget Reports=>Current Budget") ignore the Category Groups and instead report by Category. That's not useful.

I have 100+ separate Categories - way too many to budget for individually. The Budget feature appears to acknowledge that by using Category Groups. Am I missing something? (Or is Quicken missing something? :-)

Thanks!

Rich