ISA/TMG is very particular about DLL registration, and sometimes it holds on to old DLLs or fails to load new ones during the installation.

The best steps to take to resolve the problem yourself are:

  1. Make sure your ISA/TMG services are all started, Except for the Microsoft Firewall service
  2. Uninstall the Collective product (if it believes that it is installed)
  3. Install it again, with the firewall service down
  4. Check the application event log for any error messages from the installer
  5. Now try to start the firewall service again

If these steps don't help, please open a support request for further assistance.