I have a modification to the SMF Connect plugin that transfers MODx group membership to SMF membergroups. This works with new users as well as updates to existing users.
The SMF membergroups themselves must be created manually. Any MODx groups that are not replicated manually in SMF will be ignored. MODx and SMF groups are deemed identical if they have identical names.
See also an earlier posting with an earlier version of this modification at
http://modxcms.com/forums/index.php/topic,6676.msg235920.html#msg235920
-- Tim.