If we assume that you want to move users from the group with ID 4 to the group with ID 5 (you can see the ID's of each group by looking at the w3t_Groups table) then all you need is to issue this statement:
UPDATE w3t_Users SET U_Groups = REPLACE(U_Groups, '-4-', '-5-');
and just to be on the safe side you need to enter this one as well:
UPDATE w3t_Users SET U_Groups = REPLACE(U_Groups, '-5-5-', '-5-');
The second one will make sure that the new group is not referenced twice.
It is better to use those queries for one record alone i.e. add a WHERE U_Number = 'xx' first (where xx is the U_Number of a record you know fits the criteria) and then run them against your database.
Just to be safe, backup your db first.