The fieldset element just represents a set of form controls, you can do this:
<fieldset>
<legend>Display:</legend>
<h:selectOneRadio value="#{saveDVDBean.title}">
<f:selectItem itemValue="gf1" itemLabel="GodFather I" />
<f:selectItem itemValue="gf2" itemLabel="GodFather II" />
<f:selectItem itemValue="gf3" itemLabel="GodFather III" />
</h:selectOneRadio>
</fieldset>