Quick heads up.
In TMG 2010, in the Toolbox sidebar, if you run “Export All” on a Network Object (e.g. Domain Name Sets or URL Sets), it doesn’t export “all”.
This function exports “all objects that are currently assigned to a rule”.
Not “all” in the English sense, everything, all encompassing, etc etc.
To re-iterate, if a URL or Domain Name set is not assigned to a Web Access/Firewall Policy, it will not be exported if you Export All on that type of network object.