Before the Spring Release, all Yammer posts from CRM was defaulting to the "All Company" group. Customers has often asked for the ability to specify the groups through CRM and the Spring release allows us to do just that.
CRM Online Spring Release
As you can see I have specified the "CRM User Group" as my default group for Yammer. (Settings -- Administration -- Yammer Configuration )
Once you specify this, any new posts from CRM will be posted to this new group rather than the "All Company" group
This is one of the features that is coming to life as part of the CRM Online spring release. Check out the many other features at http://www.microsoft.com/en-us/dynamics/crm-customer-center/get-ready-for-the-next-release.aspx .