Symantec Message Gateway (SMG) in my mind can be thought of a DLP "light" version compared to the full DLP suite.
While Pete is correct the SMG can be integrated to work together there are some features of DLP within the product. For example SMG can block emails based on keywords and patterns (think of this as Described Content Matching) however SMG cannot deal with the advanced detection capabilites that DLP can (EDM, IDM, VML).
So in one of my enviornments if I send an email w/ a keyword in it, the message gets blocked by SMG, while in another environment I have the full DLP suite doing deeper content inspection.
I hope this makes sense.