The 'grey screen' basically means that you are having problems connecting to the chat room servers.
You need to consider running the communication test to see whether any failed or timed out results are shown:
http://www.macromedia.com/cfusion/knowledgebase/index.cfm?id=tn_16466
The most common cause of this grey screen problem is a firewall. This can range from the Windows XP firewall to a firewall set up in a router or wireless router.
A few new cases that have cropped up recently have coincided with installing the latest Real Player software. We're not sure why but we are taking a look into this so it is something to bare in mind.