AFAIK you can't, it's buggy. Fixed in 2.9. You could use the following aliases (put them in InfiltrationUser.ini under [Engine.Input]):
Aliases[32]=(Command="Getweapon INFc_KaBar | Getweapon raKabar | Getweapon TripWireKabar",Alias=INFMelee)
Aliases[33]=(Command="Getweapon INFc_GrenadeList | Getweapon raGrenadeList | Getweapon TripNadeList",Alias=INFGrenades)
Aliases[34]=(Command="Getweapon INFc_HK69 | Getweapon raHK69 | Getweapon raEvilHK69",Alias=INFExplosives)
Aliases[35]=(Command="Getweapon INFc_M92F | Getweapon raM92F | Getweapon INFc_DE50 | Getweapon raDE50 | Getweapon INFc_FSVEN | Getweapon raFSVEN",Alias=INFPistols)
Aliases[36]=(Command="Getweapon INFc_PSG | Getweapon raPSG | Getweapon INFc_RC50 | Getweapon raRC50",Alias=INFSnipers)
Aliases[37]=(Command="Getweapon INFc_P90 | Getweapon raP90 | Getweapon INFc_AKMSU | Getweapon raAKMSU | Getweapon INFc_MP540 | Getweapon raMP540",Alias=INFSMGs)
Aliases[38]=(Command="Getweapon INFc_SIG551 | Getweapon raSIG551 | Getweapon INFc_M16 | Getweapon raM16 | Getweapon INFc_FAMAS | Getweapon raFAMAS",Alias=INFRifles)
Aliases[39]=(Command="Getweapon INFc_M3 | Getweapon raM3",Alias=INFShotguns)
Now you can bind whatever key you want to INF<weapon type>.
If you want a single key to quickly switch between primary weapons and grenades, use these:
Aliases[38]=(Command="Getweapon INFc_M3 | Getweapon raM3 | Getweapon INFc_SIG551 | Getweapon raSIG551 | Getweapon INFc_M16 | Getweapon raM16 | Getweapon INFc_FAMAS | Getweapon raFAMAS | Getweapon INFc_P90 | Getweapon raP90 | Getweapon INFc_AKMSU | Getweapon raAKMSU | Getweapon INFc_MP540 | Getweapon raMP540 | Getweapon INFc_PSG | Getweapon raPSG | Getweapon INFc_RC50 | Getweapon raRC50 | Getweapon INFc_M92F | Getweapon raM92F | Getweapon INFc_DE50 | Getweapon raDE50 | Getweapon INFc_FSVEN | Getweapon raFSVEN | Getweapon INFc_HK69 | Getweapon raHK69 | Getweapon raEvilHK69 | set input <key> INFGrenades",Alias=INFPrimary)
Aliases[39]=(Command="Getweapon INFc_GrenadeList | Getweapon raGrenadeList | Getweapon TripNadeList | set input <key> INFPrimary",Alias=INFGrenades)
It's a bit messy, I know, but it should work. (EDIT: I've not tried it, it might, but I'm not sure if it'll do both the weapon switching and redefining keys. Can't test at the moment.)