Change Tracking is a feature which keeps a log of TMG configuration changes. It was first introduced in ISA2006 SP1, and now it's included in TMG as well. If you're not familiar with it, you can read about it in the ISA2006 SP1 document, or in the related blog entries.
Change Tracking is, of course, improved in TMG:
The following blog posts are updated with samples using the new API - look for [TMG update] in them. Notice how the scripts become shorter once you don't need to mess around with VPSs!
* The TMG Beta3 SDK still lacks documentation of this API - documentation will be added at a later release.
-Jonathan Barner, TMG Customer Satisfaction Team