Grrrr! God, I am so sick of people saying this! Galen is not a Sith! He's a freaking Dark Jedi!
There have been tons of them throughout the Expanded Universe! If he were a Sith, he'd be Darth Something-or-other.
Vader and Palpatine have had many Dark Jedi operatives. In fact, Galen isn't even the one that comes closest to breaking the Rule of Two. Vader's later apprentice, Lumiya was a self-proclaimed "Dark Lady of the Sith," though she'd never actually been officially inducted into the Sith Order. And I'll tell you what actually does
break the Rule of Two: the recently revealed "lost tribe of the Sith." But that's another discussion.
To summarize: Galen is not in any way, shape or form, a Sith (except in the non-canon bonus missions to Tatooine and Hoth, where he is Vader's replacement, Darth Starkiller), and does not damage the Rule of Two whatsoever. In fact, he fits into it perfectly: the apprentice chooses someone to help him overthrow his master, and in turn becomes the new Sith apprentice once the former apprentice is now the master. We see Vader making this very proposal to Luke in The Empire Strikes Back
Not to mention how closely George Lucas himself oversaw The Force Unleashed
when it was in development. He definitely would not have okayed anything that broke any fundamental Star Wars
rules like that.
[Edit] Sorry for being so snappy, I just get very annoyed at hearing the same amateur arguments over and over again.