Hi!
It depends on what type of Firewall/NAT-device you have in front of the TMG, in most cases this is possible.
You need to open and redirect traffic on several ports: UDP 500, 4500, and IP protocol 50.
There is a good article on how to troubleshoot VPN with ISA, which is also true with TMG. See the title "An IPsec tunnel cannot be established through a NAT device or router" on this link:
http://technet.microsoft.com/en-us/library/bb794765.aspx
Good luck