I've installed on 28.04.2008 Forefront TMG Beta 1 in VMware Workstation 6.0.3.
I did not encounter any issues during the installation process.
My test lab included two machines:
* DC - Windows Server 2008 Enterprise 32-bit, the domain controller
* TMG - installed on Windows Server 2008 Standard 64-bit, domain member
The host OS was Windows XP PRO SP2 32-bit. Do not forget that you need a processor capable of running guest 64-bit OS, see VMware's Driver&Tools, the Processor Check for 64-Bit Compatibility tool.