Check out this thread:

Thanks, I had had a read of that, but still not able to get it to group instead of swap. 

When setting it up I took a screenshot, and it says “Group with the nearest Sonos Product - press & hold Play/Pause until you hear the second tone.”

I’m doing that, but it just keeps swapping not grouping. 

Does this “press & hold Play/Pause until you hear the second tone.” need to be done on the device already playing? As in it going to be sending the music to the other speaker(s) or does it need to be done on the device which isn't playing, so it will be the one joining the group?

It needs to be done on the device that isn’t playing. If you are playing music on the Roam and want to group the pair of Fives, you need to press and hold the play button on one of the Fives for about 2 seconds.

AHHH!!!

Thats what I was doing wrong.  I thought you had to “send” the music rather than “receive” it.  The image during set up was a bit ambiguous.

Thanks a mill for your help! I was going nuts trying to figure it out.

Cheers!