The doc (http://www.gravityhelp.com/documentation/page/Embedding_A_Form) says that a shortcode builder should appear when creating pages. It doesn't on my site.
Instead, I get nothing.
I do have the Automattic Jetpack plugin installed which I suspected might conflict as it offers "custom forms." However I have disabled Jetpack's forms and their icon has disappeared.
Here's a link to a screenshot of the problem: http://zixi.com/images/2013-02-26_11-08-37.png