Setup cannot modify or create the registry entry SYSTEM\CurrentControlSet\Services\Tcpip\Parameters

I was installing TMG sp1 and ran into this error ( Setup cannot modify or create the registry entry SYSTEM\CurrentControlSet\Services\Tcpip\Parameters ) after looking it up I found the answer.

If you downloaded the service pack from the Microsoft Download Center, do the following:

1. Press the SHIFT key and right-click on the .MSP file, and then select Copy as path.

2. Right-click the Command Prompt icon, and then select Run as administrator.

3. Right-click the Command Prompt window and select Paste.

The basic answer is run it in an administrator enabled Command prompt.