How can I insert multiple sets of option buttons (radio buttons) in Excel 2010?

I am using Excel 2010. Whenever I try to insert multiple sets of option buttons, they are all placed in the same set (such that when I click an option button in one set, it undoes an option button in the other sets). I have tried changing the reference cell of the option buttons, but whenever I do the reference cells for the entire worksheet are changed along with it. I think this can be resolved using multiple Group Boxes but I need to do this without using group boxes due to space limitations on my worksheet.

If you using a Userform you can use a "Frame" control to divide them. In a sheet use a "Group Box" and "Form" Controls.

Thank you for the replies. I'll try the Active X suggestion.