Hey Craig, what do you see in the "LEM Internal Events" filter? Any errors or events related to the TMG connector? You might also check the agent's log (usually c:\windows\system32 (or syswow64 on 64-bit)\contegospop\spoplog.txt or agent.log) to see if there's any exceptions or errors there.
Usually it's some kind of configuration mismatch - it can't find the right logs in the right place in the right format so the start fails and it turns itself off. The errors should help narrow down why.