How to add validation on 'next' button using fieldgroup module
Create own module and add

function MY_MODULE_form_alter(&amp;$form, $form_state, $form_id) {

  if ($form_id == "FORM_ID") {
        $path = drupal_get_path('module', 'MY_MODULE');
        drupal_add_js($path . '/validations.js');   
    }
}

Create validations.js file to the MY_MODULE folder and put this there

(function ($) {
Drupal.multipageControl.prototype.nextPage = function() {

        // Group check here, otherwise every pages required fields invoke error.
        if (this.wrapper.hasClass('GROUP-NAME')) {
       $('input.required').each(function(index) { 
        $(this).rules("add", 
            { required:true, messages: { required: "field is required."} }
        );      
    });


validated = 1;

$('input.required').each(function(index) {
                // You might want $("#YOUR-FORM-ID") here instead of just form.
    if (!$("form").validate().element(this))
        validated = 0;
});
}

if (validated == 1) 
    this.wrapper.next().data('multipageControl').focus();
else
    $('html, body').animate({scrollTop:0}, 'slow'); 


} 
})(jQuery);


This actually checks all fields in your form that are required.