The gray screen is apparently in MS-DOS possibly from a floppy boot application, so it appears you may have a floppy disk still in the drive. If that isn't the case, boot pressing the Delete key and in the BIOS Boot menu configure the Hard Drive as the first boot device. If nothing of this helps, reset the BIOS to default settings / failproof defalts.
Anything happens if you select <NextHD> or [HD1] 09 and press Enter?... describe exactly what happens... does it reboot, do nothing, what?