Being able to connect to the TMG firewall through an RDP connection is something you can't do without. There are going to be many times when you're not at the facility, and your remote management tools are going to fail. The only other option is to connect to the TMG firewall through a RDP link. But, there are situations where things set up and you won't be able to access the firewall through RDP. OUCH! Here's a good article that will help you avoid that situation.