For a slightly more technical clarification, with Windows auth, if we check from code if(Request.IsAuthenticated) it will always return true, we will never show the user a login prompt at all. So mojo doesn't log the user in, but the user is in fact already logged in and nothing we can do to log him out.
Whereas with Forms Authentication if(Request.IsAuthenticated) will only be true after we set a forms authentication cookie and we can log a user out by clearing that cookie.
Probably what you really want is to use LDAP which allows users to login using their windows credentials but it still uses Forms Auth and we still set the cookie and therefore can log the user in or out of the site.
Hope that helps,