Creation + Drag and drop of groups of fields with CCK I have an image field with unlimited number of values but they relate to each-others in sets like this:

1a
1b
1c
2a
2b
3a
3b
3c
3d


My goal would be to create a text field before the first image of each set and to be able to drag and drop each set without effecting the order inside each set.

It would look like this:

Header for 3
3a
3b
3c
3d
Header for 1
1a
1b
1c
Header for 2
2a
2b


Is there a module that provides a similar functionality?
Unfortunately multi-groups doesn't cut it for me because it just pairs the text field with the image field...
Take a look at field collection module.

You could create a field collection with a text field (Number of values: 1) and an image field (Number of values: Unlimited). Then you should set your field collection field also to unlimited values so you can add as many sets you want.

Nevertheless field collection is a little buggy, but give a try first.