Microsoft explained that "the most common questions we get is about TMG's support for NIC Teaming and VLAN tagging with NLB enabled.
We have recently released Software Update 2 for Forefront Threat Management Gateway (TMG) 2010 Service Pack 1. This's a regular rollup of hotfixes which's available through Microsoft Customer Service and Support.
One of the issues fixed in this update is TMG's support for NLB on VLAN Tagged or Teamed network adapters (See KB article 2449122).
This fix will also be included in future service packs released for TMG."