I use it in ImageGalleryAlbum.php, if you have that handy.
$f->push(new SelectionGroup("Source", array(
"new//Create a new folder" => new HiddenField(""),
"existing//Use an existing folder" => new FieldGroup("",
new DropdownField("FolderID","",DataObject::get("Folder",null,"Title ASC")->toDropdownMap('ID','Filename'))
)
))
);
where the text before the // is the value of the radio button and after it is the label. Notice i use an empty hiddenfield, since in this case, clicking "use an existing folder" exposes nothing.
Also, if you plan to use this in a popup, you'll need to use the PopupSelectionGroup that i created for the image gallery.