Microsoft released Exchange 2010 SP1 a few weeks ago and quickly followed up with the following post of oops! known issues: http://msexchangeteam.com/archive/2010/09/01/456094.aspx

One of these issues is that you cannot combine TMG 2010 with Edge 2010 after you apply Exchange 2010 SP1.

It would seem this is now fixed, as Microsoft released “Software Update 1 for Microsoft Forefront Threat Management Gateway (TMG) 2010 Service Pack 1” earlier today.

Personally I’ve been disappointed with the “integration” of TMG and Edge, but if you are using this configuration, go grab this update here:

http://www.microsoft.com/downloads/en/details.aspx?FamilyID=695D0709-0D8B-45EE-AFDB-727C4428CA4D&displaylang=en

For more info on this update see: What’s new in Forefront TMG 2010 Update 1.