That, unfortunately, it's not an easy task. You have two choices:
1) Send the group message as separate texts. Some apps will do this automatically. That way each recipient gets an individual message and replies come back to you only. Not exactly a group text, but it does get sent to all participants. (UPDATE: See Ry's reply below. That's what this is.)
2) Send out a group text 'normally', but ask whomever is replying to reply just to you. That requires some work on their end.
Unfortunately that's how Group messaging works. It's really a MMS (sort of like e-mail).