Apparently FTMG is a server application to protect corporate networks from infection and corruption. It is set up and administered by your IT staff. This is not a program for personal computers and as such, individual users won't have the ability to turn it on or off.
You need to find another DL source such as an internet cafe rather than trying to use your employer's network. They probably wouldn't be too happy to learn that's what you are doing,

assuming they don't already know. Many corporations have people whose only job is to monitor employee computer useage to assure compliance to IT policies. As identity theft and database hacking increases, look for more of these "network police" types to appear.
from the Microsoft website:
http://www.microsoft.com/en-us/serve...-overview.aspx
"Forefront Threat Management Gateway 2010 (TMG) protects your employees from Web-based threats by integrating multiple layers of security into an easy-to-manage solution. Deployed on your corporate network as a unified gateway, Forefront TMG 2010 inspects web traffic at the network, application and content layers to help ensure comprehensive protection. It also improves your organization’s firewall performance by offloading processor-intensive functions like inspection for malware."