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It sounds like you may also have the Members plugin activated and it's using role management. If you do have the Members plugin installed you need to edit the Admin role using it's role management tool and make sure all the Gravity Forms related capabilities are checked.

The issue is your login doesn't have the role capabilities to access Gravity Forms. We have never seen this issue before other than when users use a role management plugin of some sort which changes the default capabilities.

Only way to look at this would be for you to provide us with a WordPress admin login for this site. You can send us this information via our Contact Us form and reference this forum thread.

Does the issue occur with a different theme activated? If it only occurs when you have the Collective Theme activated then it is a problem with the Collective Theme doing something it should not be doing and not a Gravity Forms issue that we can fix or resolve, it's a theme issue.

Another possibility is if you are using a role management plugin such as the Members plugin and your user account doesn't have the correct capabilities turned on. In that case you would have to use the role editor for the Members plugin to make sure all Gravity Forms capabilities are turned on.

If you aren't using Members plugin you could try installing the Members plugin and using it's role editor to do the same thing. If Collective Theme is doing something it should with roles (NO theme should be modifying roles) then Members may be able to override it.

You can find the Members plugin here:

http://wordpress.org/extend/plugins/members/

After you activate it you would have to turn role management options on, then go to the role editor and edit the Admin role and make sure ALL the Gravity Forms related capabilities are checked and active.