Hi,
This can be done with internal or external group configuration. The groups will have to be configured for external radius authentication for XAuth, so the external RADIUS Server would need vendor specific Attributes for the attributes you need to pass down (firewall in your case)..
If the concentrator already has an internal group, the attribute comes from the internal pre-defined group. An easier way to do this would be to configure different policies on different groups on the concentrator and have the RADIUS server tell the concentrator which group the user is in:
http://www.cisco.com/warp/public/471/altigagroup.html