That's a small bug in the HEN.
The XMB needs a refresh after HEN enabled for the HFW Tools to show up. This is why exiting user session and returning makes it show up as an XMB refresh takes place.
Another small work around is to have webMAN MOD plugin start when you enable HEN, this also has an XMB refresh so will make the HFW tools option show up after you enable HEN.
I beleive this will be fixed in a later version of HEN. Just wait for now