Configuring the TMG Firewall in Workgroup Mode
Yes, it’s the configuration you want to avoid at all costs because of the security issues, but you can configure the TMG firewall to not be a member of a domain. Sure, Tom would go nuts if you did it, but that doesn’t prevent you from doing so.
Richard Hicks shows you how at:
DEBRA LITTLEJOHN SHINDER
MVP (Enterprise Security)