The pilot was performing external load operations and landed the helicopter to reset a cone that had blown over by the wind. After landing, the pilot reduced the engine power to idle and exited the helicopter. While walking away from the helicopter, the pilot heard a bang and noticed the main rotor blades had contacted the tail boom area. The pilot ran back to the helicopter and pushed the cyclic, which was in the full aft position, forward. The pilot estimated the wind to be 18 knots, gusting to 24 knots, and reported that he did not properly set the cyclic friction lock before departing the helicopter. Examination of the helicopter showed the tail rotor driveshaft had separated from the helicopter. The pilot reported no mechanical anomalies that would have precluded normal operations. According to the flight manual, the rotor brake should be applied to stop the main rotor system prior to exiting the helicopter.