It all depends on the app. Some stock Android messaging apps to a particular manufacture will not group message. For example I have a friend with a Motorola Droid of some sort and the stock messaging app groups fine. Whereas I have a friend with a Samsung S2 and the stock messaging app won't group.
You can download an app like go SMS pro (and in settings turn on group messaging) and it should group like it does on an iPhone. No one else is required to use that messaging app as it replaces the stock app.
There are other apps you may prefer so just try some out.
And I know you didn't ask but regardless of app you use it will not use Apples proprietary iMessage service. So its mildly annoying to be the only Android user in a group of iPhone users. I'm in a constant group of 6 friends and one is an Android user so none of us can iMessage.