Simple and extensible import tool to allow you to set multiple group prices to magento products!
You can find it in System > Import/Export > Import - Custom
Just import a file with Sku, Customer Group ID, Price -- make sure you include the headers in the first row of the CSV
So for product "ABC", customer group "General" (ID# 1), with price $10.50
Sku,Group ID,Price
ABC,1,10.5