Go into Section Expert and go to the group footer section.  Make sure Keep Together is checked.

OK, you're running into a situation in which Crystal is exercising its prerogative to override that setting.  You have a couple choices.  One, you can try running it to ground, and figuring out exactly why it's doing this.  There's no practical way for me to do that without seeing your report.  Two, you can use a work-around.

The easiest workaround is to introduce an element that Crystal won't want to break.  Create a text box that runs the entire length of your footer section (i.e., from top to bottom, covering both the line of labels and the line of data).  The simplest choice is just to expand one of the label boxes, but this can occasionally create some funny formatting issues.  Now, go into the Format properties of that text box, and make sure "Can Grow" is not selected, and that "Keep Together" is selected.  Crystal is generally much more reluctant to break up a single text box, so it should pull everything back together.