How do you set up a Group Texting list with the I-Phone 3GS?

Got my first smart phone and need to send multiple people the same text message at one time (i.e. Practice is cancelled). On my dumb phone I had "caller groups" that I had set up and could highlight that group and send 1 text message to everyone at once. With my new I-Phone... I do not know how to set up those groups. Any assistance would be great!