解决方法：
 
#    Go to Control Panel   >   Uninstall Programs
#    Uninstall Microsoft SQL Server 2008
#    Uninstall Microsoft SQL Server 2008 Native Client
#    Go to C:\Program Files
#    Delete folders ‘Microsoft Forefront Threat Management Gateway‘ and ‘Microsoft SQL Server’
#    Go to C:\Program Files (x86)
#    Delete folders ‘Microsoft SQL Server’
#    Reboot your windows
#    Right click on TMG Setup and select ‘ Run as Administrator‘ , and follow on the screen setup.
 
After this I installed TMG SP1 and SUP1 from
You can download SP1 from : http://www.microsoft.com/downloads/en/details.aspx?displaylang=en&FamilyID=f0fd5770-7360-4916-a5be-a88a0fd76c7c
and you can download SU1 from : http://www.microsoft.com/downloads/en/details.aspx?FamilyID=695d0709-0d8b-45ee-afdb-727c4428ca4d
Afterwards, download TMG SP2 , and install it.
http://www.microsoft.com/download/en/details.aspx?id=27603