You need to change the admin User ID to Grimoire\Administrator before you change to windows authentication, otherwise Grimoire\Administrator is not an administrator and won't see the icon.
Change it back to forms then go to member list find your admin user and click manage and then change the user id to Grimoire\Administrator
Then when you change to windows you will still be an administrator. Even when using windows authentication the roles are still managed in mojoportal it does not use windows roles.
Hope it helps,
Joe