TMG 2010 does not support removing the BUILT IN\Administrators group from the TMG Enterprise Administrators group. To resolve this problem, add the BUILT IN\Administrators group back to the TMG Enterprise Administrators role.
To block removal of the BUILT IN\Administrators group, install Microsoft Forefront Threat Management Gateway 2010 Service Pack 2. This service pack blocks removal of the BUILT IN\Administrators group from the TMG Enterprise Administrators role:
2555840 Description of Service Pack 2 for Microsoft Forefront Threat Management Gateway 2010
Note The Forefront TMG limitation that is described in this article was addressed in Rollup 2 for Forefront TMG Service Pack 2 (KB 2689195). Rollup 2 provides support for the removal of the BUILT IN\Administrators group from the TMG Enterprise Administrators role. For more information about Rollup 2, click the following article number to view the article in the Microsoft Knowledge Base:
2689195 Rollup 2 for Forefront Threat Management Gateway (TMG) 2010 Service Pack 2