Aethon, thanks for the reply.
The server is virtual so I can add another card, I just wanted to get things working quickly.
The proxy we go through is a Squid proxy hosted by the local council so is difficult to get looked into, is this where I would need to "check to see if all traffic is being directed from the proxy to the TMG"
What you describe does sound like whats hapening, well especially the "The TMG sits around for a bit, doesn't get the handshake reply and then closes the connection - giving you the SYN/ACK message" bit
However if this was the case wouldnt Safari also be having issues?
Thanks