Grey screen - Spinning wheel - Recovery HD missing

Do you have access to another Mac?

See:

Apple Computers: Troubleshooting the slot-loading SuperDrive

What Model MacBook Pro?

It sounds like you model does not have Internet Recovery:

OS X Internet Recovery

Mac models introduced after public availability of OS X Lion include the ability to start up directly from an Internet-based version of the OS X Recovery system. OS X automatically uses this feature when the Recovery System on the hard disk isn't available (such as when your hard disk encounters an issue, or when your hard disk has been replaced or erased). OS X Internet Recovery lets you start your Mac directly from Apple's servers. Starting up from this system performs a quick test of your memory and hard drive to check for hardware issues.

OS X Internet Recovery presents a limited interface at first, with only the ability to select your preferred Wi-Fi network and, if needed, entering a passphrase. Next, OS X Internet Recovery downloads and starts from a Recovery System image. From there, you are offered the same utilities and options as a local Recovery System.

Some computers that did not ship with OS X Lion or later installed may be able to add the ability to use Internet Recovery by applying a software update.

OS X: About OS X Recovery

Do you have an external DVD drive you can boot from?

Does you MacPro have FireWire? If so then you can connect the two via FW Target Mode and try to fix the HD

How to use and troubleshoot FireWire target disk mode

You may have to use another Mac or use one to redownload the OS installer and make a bootable USB install media

BTW, you posted in the Mac Pro Desktop forum

What specific MacBook Pro model?

Does a friend of yours have a Mac? Have a USB external DVD drive you can try?

Is there an Apple Store Nearby?

If so:

Make an appointment at the Genius Bar of an Apple store.

Apple Retail Store - Genius Bar

Try booting:

Command+Option+r

That is not a good sign since your model MacBook has internet recovery and you should be able to boot to that without a HD installed. Can you remove the HD and try?

You should try but it does not matter since it would try to connect via wifi.

OS X Internet Recovery presents a limited interface at first, with only the ability to select your preferred Wi-Fi network and, if needed, entering a passphrase. Next, OS X Internet Recovery downloads and starts from a Recovery System image. From there, you are offered the same utilities and options as a local Recovery System.

You are not seeing the above

Recovery_HD was introduced at 10.7.

If you have Installer/Utilities DVD that shipped with your Mac, use that instead. [ lllaass is right, my mistake.]

A mid-2012 model can do Internet Recovery, bypassing Recovery_HD and using its firmware to get those tools off the Web.

Hold Option and Command and R at Startup. (It needs an Internet connection).

The OPS said in their initial post:

My laptop spits the DVD when its inserted so unable to boot via dvd too.

Grant Bennet-Alder wrote:

Recovery_HD was introduced at 10.7.

If you have Installer/Utilities DVD that shipped with your Mac, use that instead.

1. Disconnect all Thunderbolt devices.

2. Connect the power adapter.

3. Reinstall the OS.

His DVD drive does not work and he does not have an Apple store nearby and he is looking for a friend with a Mav to help