Without looking at the manual, the grey one may be for a secondary card for SLI or it may even be shut off in the BIOS. There should not be any technical differences between them, but you can check on the manual that came with the motherboard.
Since you have not gotten any video cards to work in the gray slot, be hard to pick one for you that will work untill you figure out what that slot is meant to be. Once again, the manual should help there.
Read your motherboard manual (specifically page 2-20). The gray slot is only used for Crossfire configurations (x8/x8) or for the VGA Switch Card, which allows your graphics card, installed in the blue slot to run at x16 speed.