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After you install TMG 2010 on a server, you’ll probably notice that Windows Update no longer works giving error 80072EE2.
The fix is to set you Internet Explorer proxy setting to point to TMG on port 8080. You probably know the steps but just in case, here’s what you need to do:
You should be able to run Windows Updates now without any problem. Not sure I totally understand why that’s required for Windows Update since if you allow Localhost to External, you can browse the Internet just fine without adding TMG as your proxy server. If anyone knows why it effects Windows Update, let me know.