Columns can be grouped within a band and when you set AllowColMoving to WithinGroup it would restrict the end user so that they could only move columns within a single group.
For example if you have columns for street, city, state, and zip code you might want the user to only be able to move columns within that group.
To see an example of groups, refer to Creating Multiple-Row Layout Using Levels topic in the NetAdvantage help.