To install TMG, then SP1 then RU1 for any reason (let’s say to support Exchange 2010 SP1 publishing) is a long way drive!
I found the below way to install the slipstreamed source of TMG with SP1 in one DVD. Follow the steps as shown below to end up with the upgraded copy
ServerManagerCmd.exe -inputpath ^<DVD_path^>\FPC\PreRequisiteInstallerFiles\WinRolesInstallSA_Win7.xml -logPath C:\Windows\TEMP\TMG-Prerequisites.log
To publish Exchnage SP1, TMG has to have SP 1 as well? Thats good know :)