never tried it but I know that when you click on the wepon name on the lower right side of your screen and hit enter (i think) it will hilight it. whatever is highlighted will shoot when you press the lt mouse button. but to group more than that? not shure

If I had a nickel for every time someone told me that my idea of building a giant robotic parrot out of melted down coins was a bad idea, I would have one kick a$$ giant robotic parrot.

When you have selected you weapon group, like hairfarmer says, you can assign it a hotkey.
By default none is assigned so you have to go to the controls config in the options menu. I recommend SHIFT+NUMBER to assign a group and NUMBER to select it. So group 1 can be all weapons, 2 mainly shield and 3 mainlly hull. By default the numbers are set up to fire weapon number whatever but who ever uses them that way anyway?

Watch out tho it seems to hav a nasty habit of forgetting your groups randomly all the time...