This article will show you how to install \ upgrade Microsoft Threat Management Gateway (TMG) 2010 to Service Pack 1 on a Windows Server 2008 R2.
First Download SP1 from this link:
http://www.microsoft.com/download/en/details.aspx?displaylang=en&id=16734
Run the downloaded file.
Accept Terms:
Configure Storage and Credentials
Start the installation:
All done.