You can also ctrl-left-click on character portraits to add them to the group (ie to include the DK, but leave a summoning doll where it is, to be used as a mule). The leader's portrait is highlighted in gold, while any other members of the group are highlighted in white.

In a group all characters will attack or move with the same command. If you want to control just the hero, right click on the DK's portrait and select 'aggressive' to have him attack on his own. This works great for archers, and good for melee characters, except that they can occasionally run into groups of opponents when waiting or withdrawing would be better. AFAIK mages will not auto-attack with spells.