Hi Pablo,
I just tried this, using Firefox as an example. It worked just fine.
In the hope that it will help you, here's what I did.
I am using EA 7.0 Build 818. I did not have a project open when I did the test.
I first had to add Firefox to my the Tools menu, which I did via the Tools tab of the Tools | Customize dialog. No problem there.
I then closed the Customize dialog - just to be sure I knew what was going on - and reopened it. On the (default) Commands tab, I selected Tools in the left-side Customize list, and then scrolled down the right-side list to find the Firefox icon. I then dragged the Firefox icon from the Customize dialog to one of the toolbars on the main EA window. As expected, the icon was copied onto that toolbar. So far, so good.
I then closed the Customize dialog, then exited and restarted EA. The Firefox icon was still present in my toolbar, as well as in the Tools menu.
In order to remove Firefox from the toolbar - I chose it at random so needed to clean it up - I opened the Customize dialog, dragged the Firefox icon from the toolbar to the surface of the dialog, and dropped it when I saw the 'x' icon. As expected, Firefox was removed from the toolbar, but remained in the Tools menu.
HTH, David