As I said in my previous post, you are reaching objects on Layer 2 while the active is Layer 1 (you have "Edit Across Layers" enabled), so when you group these objects, CorelDRAW send them to the active layer; Layer 1, which is locked, so you get that message.
Click on the name of Layer 2 (or any layer on which you want to add objects) to activate it and then group.
You have the other option; disable "Edit Across Layers", see if that suits you.
Corel PHOTO-PAINT's layers are like CorelDRAW's objects.
Blaming Corel's developers will hinder your efforts to learn CorelDRAW!