If you drop a pair of radio buttons on a form they should by default by made part of the same radio button list. If you wanted to create a series of these list (grouped radio buttons - for example, a "Yes" and "No" series for a list of questions on a form), you should use the Copy Multiple function (select the radio button list and select Edit - Copy Multiple). Doing this should give you a series of radio button lists in your object hierarchy palette (i.e., RadioButtonList[0], RadioButtonList[1], RadioButtonList[2]). You would then want to rename these to something more descriptive.
Adding a "N/A" option to one of these lists should be a simple matter of moving the object under whatever radio button list you want to add it to.
For example, in the Hierarch view:
Question1
Yes
No
Question2
Yes
No
NA
Question1
Yes
where Question1, Question2, etc. are my radio button lists and Yes, No are my radio button objects.
No