How to configure the TMG Service Account to avoid problem with logging on SQL Server
However, you always need to consider unintended consequences. Once unintended consequence of running the firewall service under a domain account relates to account names that are used for SQL Server Logging with the TMG firewall.
For more information on this issue and how to avoid problems, check out the TMG Team blog over at:
DEBRA LITTLEJOHN SHINDER
MVP (Enterprise Security)