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
Afterwards, download TMG SP2 , and install it.