Forefront TMG Server 2010 Connection Problem

App running through the proxy server is having connection failure problems, only thing logging on TMG is below can anyone help? It doens't seeem to have any failure message just closing the connection? I have left the user name out intentionally.S/W vendor said all ok and I have correct outgoing ports open.

Thanks,
Steve

Software Error Message
The Server is not available - try again later
Connection failure for host 77.86.49.225 port 2009252814 transport TCP (9407) Application server connect failure (5468)

TMG Log
Initiated Connection GHG-TMG-01 14/06/2011 09:00:02
Log type: Firewall service
Status: The operation completed successfully.  
Rule: TEST
Source: Internal (10.1.20.66:1223)
Destination: External (77-86-49-225.rdns.host-it.co.uk 77.86.49.225:50126)
Protocol: Unidentified IP Traffic (TCP:50126)
User:
 Additional information
Number of bytes sent: 0 Number of bytes received: 0
Processing time: 0ms Original Client IP: 10.1.20.66
Client agent: prowc.exe:3:5.1


Closed Connection GHG-TMG-01 14/06/2011 09:00:22
Log type: Firewall service
Status: A connection was gracefully closed in an orderly shutdown process with a three-way FIN-initiated handshake.  
Source: Internal (10.1.20.66:1195)
Destination: Local Host (10.1.10.40:1745)
Protocol: Forefront TMG Client (TCP)
 Additional information
Number of bytes sent: 6208 Number of bytes received: 3855
Processing time: 500000ms Original Client IP: 10.1.20.66

 
Closed Connection GHG-TMG-01 14/06/2011 09:02:36
Log type: Firewall service
Status: A connection was closed because no SYN/ACK reply was received from the server.  
Rule: TEST
Source: Internal (10.1.20.66:1223)
Destination: External (77-86-49-225.rdns.host-it.co.uk 77.86.49.225:50126)
Protocol: Unidentified IP Traffic (TCP:50126)
User:  
 Additional information
Number of bytes sent: 384 Number of bytes received: 0
Processing time: 153484ms Original Client IP: 10.1.20.66
Client agent: prowc.exe:3:5.1