MonkeyMan I'm sorry that you are having issues.
Are you sure the room you joined had a video playing? If there is no video playing it will stay gray.
Unfortunately we are finding that some video sources, such as Google video, are changing their ways of handling sessions. This is preventing the video from actually working to some people and may be the reason why you cannot see the video.
Please refer to Spooky's post on working sources.
I hope this helps!