I have had a few users with this problem in the past. In every case, it was due notes opening a copy of the personal address book rather than that on the default notes path, so when you create your groups, new contacts or whatever, they do not reside anywhere that notes will search.
Whilst in your personal address book, do File-->Database-->Properties. The server should be 'local' and the filename 'names.nsf'. If it is anything other than this, do File-->Database-->Open, select server 'local', find and open your personal address book. I suspect this version will not contain the groups you created.
Make sure you are up to date with all contacts and groups that you may have entered in the copy of your personal address book and then delete the copy.
Also check in File-->Preferences-->User Preferences, Mail and News Tab, local address books field should contain 'names.nsf'
Tonty.