I think he's looking more to have the text there as a sub-heading than to restrict it to the one site, correct? I've never been able to Group things by using the "filter" section of a built in resource like down nodes. Would be nice though!
I think you might be able to do what your looking for with the old Report Generator, but I don't like embedding those reports on a page because they tend to slow things down. I've been playing with the "Custom Query" resource, for which you use SWQL. Something like this might work, but rather than having the building as a group heading, it shows it as another column...
SELECT C.Building, N.Caption as Device, '/Orion/images/StatusIcons/Small-' + ToString(N.StatusIcon) AS [_IconFor_Device], N.DetailsURL AS [_LinkFor_Device]
FROM Orion.Nodes N JOIN Orion.NodesCustomProperties C ON ( N.NodeID = C.NodeID)
WHERE (N.Status = 2) and (C.Network_Hierarchy = 'Building Edge Switches')
GROUP BY C.All_Genesis_Devices, N.Caption, N.StatusIcon, N.DetailsURL
Might at least give you some ideas. If you want to play with the SWQL, which definitely has some differences to SQL, be sure to download the Orion SDK...