Not sure what you are referring to here - when you install SF, it gives you the option to set a default dg, creating a new dg named datadg is still a separate step.
If your aim is to create a new diskgroup named datadg, you can use vxdiskadm
(example from 5.0, format should still be similar for 5.1)
# vxdiskadm
Volume Manager Support Operations
Menu: VolumeManager/Disk
1 Add or initialize one or more disks
2 Encapsulate one or more disks
3 Remove a disk
4 Remove a disk for replacement
5 Replace a failed or removed disk
6 Mirror volumes on a disk
7 Move volumes from a disk
8 Enable access to (import) a disk group
9 Remove access to (deport) a disk group
10 Enable (online) a disk device
11 Disable (offline) a disk device
12 Mark a disk as a spare for a disk group
13 Turn off the spare flag on a disk
14 Unrelocate subdisks back to a disk
15 Exclude a disk from hot-relocation use
16 Make a disk available for hot-relocation use
17 Prevent multipathing/Suppress devices from VxVM's view
18 Allow multipathing/Unsuppress devices from VxVM's view
19 List currently suppressed/non-multipathed devices
20 Change the disk naming scheme
21 Get the newly connected/zoned disks in VxVM view
22 Change/Display the default disk layouts
23 Mark a disk as allocator-reserved for a disk group
24 Turn off the allocator-reserved flag on a disk
list List disk information
? Display help about menu
?? Display help about the menuing system
q Exit from menus
The relevant option here would be option 1 "Add or initialize one or more disks"
see: http://sfdoccentral.symantec.com/sf/5.1/solaris/html/vxvm_admin/ch03s11.htm
For more details, take a look at the VxVM Administrator's Guide (link below for Solaris, if you're using a different platform go to http://vos.symantec.com/documents and select the docs for the appropriate platform):
http://sfdoccentral.symantec.com/sf/5.1/solaris/html/vxvm_admin/index.html
or pdf: http://sfdoccentral.symantec.com/sf/5.1/solaris/pdf/vxvm_admin.pdf