One of the features introduced with TMG Service Pack 2 is to run the Firewall Service with a Domain account, this allow users to authenticate with Kerberos when using NLB.
Find more information about this feature here: http://technet.microsoft.com/en-us/library/hh454304.aspx

However you should pay attention when specifying the account name to avoid problems with logging to SQL Server, either local or remote.

The account specified is used by TMG to configure the service and also to create the Login in SQL Server.
For the TMG Firewall service to start any format is fine, but for SQL Server only the format domainName\loginName is valid.

For example if you want to use the account TMGSvc in the domain CONTOSO you have to enter CONTOSO\TMGSvc.

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Using the UPN (User Principal Name) format or the FQDN (Fully Qualified Domain Name) does not work.
For example you cannot use TMGSvc@Contoso.com or Contoso.com\TMGSvc

The SQL Server documentation for the CREATE LOGIN command has the following note:

"When you are creating logins that are mapped from a Windows domain account, you must use the pre-Windows 2000 user logon name in the format [<domainName>\<loginName>]."

If you try using an invalid format you will see the Log Status as Disconnected and your LLQ folder growing:

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Author:
Gianni Bragante
Support Engineer - Microsoft Forefront Edge Security Team

Reviewer:
Lars Bentzen
Sr. Escalation Engineer - Microsoft Forefront Edge Security Team