Adding object to existing group
@thenonhacker's suggestion will create a new group consisting of the original group plus the newly added shape, BUT: - the new group won't be animated AND - the original group will lose its animation. IOW, I don't think it'll do what you want.
If you have PowerPoint 2010, there's a way to do this, though.
Duplicate the original group, add the new shape to the duplicated group (exactly as @thenonhacker describes).
Click the original animated group to select it.
Click Animations tab | Advanced Animation group | Animation Painter (this picks up the animation from the original)
Click the new group (to apply the animation)
Delete the original group (after testing to make sure that the animation was applied correctly)
You may then need to use the animation pane to reorder the animations.
Duplicating (not copying/pasting) items in a Group will add them to the Group without ungrouping/regrouping thus maintaining the animations.
For example, if you need to add text to an existing Group and maintain the animation:
Select the Group you want to add the new text box to.
Click an existing text box within the Group. Press CTRL + D to duplicate the existing text box. This will add a duplicate text box to the Group without ungrouping/regrouping. Edit the new text box as desired.
If you don't have a text box already in the Group, select a shape and duplicate it. Any shape (other than a line) should work since you can change the shape to a rectangle after you duplicate it. Change the properties of the shape to those of a text box (rectangle, no line, no fill, etc) and then add the text to it.
If you don't have any shapes (or other objects that will take text) but have a picture in your Group, add a text box to the slide (not in the Group--just anywhere on the slide). Add the text that you need to put in the Group to this text box. Right click on the new text box and select Save as Picture. Save it somewhere convenient (Desktop), then delete the text box. Select a picture in your Group and duplicate it. Right click the new (duplicated) picture and select Change Picture. Find and select the text box you just saved as a picture (Desktop). Unfortunately you cannot edit the text anymore but your animations are still intact.
If your Group doesn't have any of these objects that you can manipulate to take text, then you may be out of luck.
Select your new item and choose an animation type for it. Note its appearance in the animation pane (right of window when "Animations" toolbar is selected). Now use the Re-Order tool at the bottom of the Animation Pane to move the new item to a spot just below (in the animation pane) the last item in the animation group you wish to add it to. Select the new item, use the pulldown menu to select 'Start With Previous'. You should see the new item merge with the existing animation group.