Install certificate on TMG server.
Note you must convert the private key and signed certificate using to a PKCS#12 (single file) using the following OpenSSL command:
openssl pkcs12 -export -out Foldr.p12 -inkey foldrdecrypt.key -in foldr.crt -certfile CAroot.crt
This will generate a PKCS#12 file called Foldr.p12 in your working directory, and assumes the private key is called foldrdecrypt.key, the signed certificate is called foldr.crt and the CA Root for your provider is called CAroot.crt.
Ensure you install the PKCS#12 certificate using the MMC snap in > Certificates > Local Computer > Personal (rather than double clicking to import)
Install the CA root certificate in addition to the above in Trusted Root Authority Certificates, using the MMC as above.