Definitely should use a dict using the "group" + str(i) key as described in the accepted solution but I wanted to share a solution using exec. Its a way to parse strings into commands & execute them dynamically. It would allow to create these scalar variable names as per your requirement instead of using a dict. This might help in regards what not to do, and just because you can doesn't mean you should. Its a good solution only if using scalar variables is a hard requirement:
l = locals()
for i in xrange(3):
exec("group" + str(i) + "= self.getGroup(selected, header + i)")
Another example where this could work using a Django model example. The exec alternative solution is commented out and the better way of handling such a case using the dict attribute makes more sense:
Class A(models.Model):
....
def __getitem__(self, item): # a.__getitem__('id')
#exec("attrb = self." + item)
#return attrb
return self.__dict__[item]
It might make more sense to extend from a dictionary in the first place to get setattr and getattr functions.
A situation which involves parsing, for example generating & executing python commands dynamically, exec is what you want :) More on exec here.