Actually, you don't need to change what you are grouping on to solve this.
Go back to the Group dialog (Report, Chenge Group Expert, Options...).
Turn on the "Customize Group Name Field" option.
Select the "Use a Formula as Group Name" option and enter an expression such as:
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IF IsNull {your_group_field} THEN "Blank" ELSE {your_group_field}
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The key advantage of this approach is that your Group Tree will show the "Blank" node with its proper name.
Cheers,
- Ido
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