I finished installing TMG on a new
server and prior to installing TMG, I made sure to fully
patch the server. Then after TMG was installed, I came
the next day to install Service Pack 1 for TMG from
Windows Update, however , I was receiving the 80072EE72
error.

For your information, although you have this message in
the Windows Update page, your TMG server is still able
to receive updates for the Malware
Protection and the Network
Inspection System

The reason for the Windows Update error, is
because you have not yet enabled Web Proxy on the TMG
Server itself. you can fix this by using the graphical
user interface in TMG , or by using the command prompt.
If you prefer the graphical user
interface method, then follow my article that was
related for ISA Server :
The article will demonstrate to you
enabling the Web Proxy connections on the Local Host
Network, and how to set the proxy settings into your
browser. And finally to check that the required System
Policy is enabled.
Also, you can fix it, using the
command prompt :
- Click on
Start > All Programs
> Accessories
- Right click on
Command Prompt > and
click on Run as administrator

- Inside CMD, type
the following : netsh winhttp
set proxy localhost:8080 and
hit Enter on the keyboard.

After following your preferred
method, now go again to Windows Update and check for
updates. You'll be glad to know that this error is no
longer received.
Summary
The 80072EE2 error is received after installing TMG on
Windows Server. This is because the Web Proxy settings
have not been set on the server. Once the Web Proxy is
enabled and set on the TMG server, the 80072EE2 error is
fixed.
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