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).