There may be certain situations where you require certain sites not to be stored in the TMG cache.
You can do this by creating a cache rule with the following settings.
- Navigate to Web Access Policy
- Choose Web Caching
- Navigate to the Cache Rules tab
- Press New
- Type in the name of your cache rule
- Create a URL or Computer set for the website you don’t want to be cached and add that to the “Cache content requested from these destinations”
- Select “Only if a valid version of the object exists in the cache. If no valid version exists, route the request to the server”
- Choose “never, no content will ever be cached”
- Hit Next and then Finish
- Make sure your rule is above the Default cache rule and then apply your changes
The site should no longed be cached 
