OK, then there is little else to do other than to reinstall OS X.
Make sure you removed everything connected to the MBP including any USB devices.
If your Mac came with a System Install DVD, then insert it and hold the c key while starting your Mac. This will boot from the DVD instead of your internal disk.
If you find the grey screen reappears then it may not have restarted from the disc, so try again. You have to get past this step to do anything. If you can't, the problem may be a dirty or damaged DVD or an inoperative optical drive.
When it gets to the Mac OS C Utilities screen, select Disk Utility and repair your hard disk. Record any errors that it finds, since your problem may be due to a failed hard disk. If that is the case, the failure will probably arise again.
Then, reinstall OS X. Reinstalling is non-destructive to your user accounts or data.
If your Mac is running Lion, or Mountain Lion, you can boot OS X Recovery and perform all the above without a disc.
Read about OS X Recovery here: http://support.apple.com/kb/HT4718