After successfully setting up CMG. I have issue with my client connecting to CMG via home ISP.
Found my client was not switching to Internet mode ,meaning it did not switch to use CMG. The reason for this was it could resolve my management points to an IP.
My ISP uses a service called WebAddress help http://www.webaddresshelp.bt.com/
This mean all unresolved DNS names (including my Management points) are resolved to 126.96.36.199.
After disabling this service my client now switches to Internet and CMG works perfectly. But maybe the detection for Intranet/Internet could be improved to allow for this kind of service.