Just create a new measure in the group referencing the fact table of interest. As long as you select Distinct Count as the aggregation function, the new measure will auto-magically be placed in its own separate measure group.
EDIT: http://msdn.microsoft.com/en-us/library/ms166573.aspx
13.In the Measures pane, right-click the Sales Quotas measure group, and then click New Measure. For more information, see Defining
Measures.
The New Measure dialog box opens, containing the available source
columns for a measure with a usage type of Sum.
14.In the New Measure dialog box, select Distinct count in the Usage list, verify that SalesQuotas is selected in the Source table list,
select EmployeeKey in the Source column list, and then click OK.
> Notice that the measure is created in a new measure group named Sales
Quotas 1. Distinct count measures in SQL Server are created in their
own measure groups to maximize processing performance.