Windows will not allow a program to start with Windows with Administrative privileges.
The only way to do this is to have the signed version of S+ installed somewhere under Program Files. Then it can start with Windows.
I know you received an error before "referral returned by the server", that means the S+ certificate isn't installed in the Trusted Root Certificate Authorities.
In the S+ folder, there is a file named StrokesPlus.cer. Right-click and install this, selecting to install it to the Trusted Root Certificate Authorities store. Then you should be able to run the signed version, have it start with Windows, and be able to use S+ to draw gestures on elevated programs like Task Manager or Regedit, etc.