Currently, any time you add a Customer Group to Magento, you have to manually go through any record that uses the 'Customer Groups' selector and select the newly created Customer Group. This includes Catalog Price Rules, Cart Price Rules, and many 3rd party extensions. On large stores with many Customer Groups and Price Rules, this is very time consuming.
Please add an 'All Customer Groups' selector, so users do not have to manually go through records to tag new Customer Groups.