I also has this same problem! The only way of downloading files such as pdf's, dmg's, etc... is by right clicking the link and saving the file. This works fine for a normal hyperlink but unfortunately many websites use flash or have agreements u must click in order to download. I have tried installing firefox to no success and have just tried to install chrome to see if it would work. Chrome however as u can see here...
http://www.google.com/chrome/eula.html?hl=en&brand=CHMB&utmcampaign=en-GB&utm_source=en-GB-ha-apac-aunz-sk&utmmedium=ha
has a link that cannot be "right clicked" and here in lies the biggest problem of the "grey screen" issue.
Chrome is not the only file i have found that cannot be "right clicked" and so this is a pressing issue for me. If there is anyone who has a suggestion please post it because it seams i am not the only person with this problem.
ps: I have tried to reset safari and have no plugins