Just to complete Andrew's answer, there is also the SecurityGroupExtension for the ComputeService.
Thanks for clarifying that, Ignasi! Learned something new again ;-)Note that this extension is in beta and is only available on 1.7.0-SNAPSHOT [1].
ap[1] https://github.com/jclouds/jclouds/blob/master/compute/src/main/java/org/jclouds/compute/ComputeService.java#L394