Delete corrupt empty filegroup
Make sure the file group is actually empty by looking at 

SELECT * 
FROM sys.allocation_units AS AU
JOIN sys.filegroups AS F 
ON AU.data_space_id = F.data_space_id
ORDER BY F.name;


If it is empty:

1) Try one of the DBCC CHECKDB repair options (REPAIR_FAST or REPAIR_REBUILD). If you are sure that there is no corruption of any type in any other file it should even be safe to do a "REPAIR_ALLOW_DATA_LOSS" but make sure you have a good backup when using that last one. (It is a very good idea to have a backup anyway). Save all the output you get for later analysis. If any repair was successful empty the files as before.

2) If that did not help you should be able to just drop the files: http://technet.microsoft.com/en-us/library/ms175122.aspx
However, that might leave the database in some kind of "funky" state (see above link), so I would try 1) first.