There are multiple artists with this name:

1) The Grey, a band from Ottawa, Ontario, Canada is melodic and experimental post-rock quartet signed to Lovitt Records. Musical influences for the band include: Fugazi, the Jesus Lizard, Seaweed, Drive Like Jehu, and Juno to Tom Petty, The MC5, Neil Young, and Nick Cave.

Performing together since 2003, members include former members of the bands Shotmaker, Three Penny Opera, & Buried Inside

Current lineup:
Matt Deline (guitar/vox)
Hayden Menzies (percussion)
Chuck Saso (guitar/back vox)
Luke Rashotte (bass/vox).

Former members:
Steve Martin of Buried Alive

Myspace: http://www.myspace.com/thegreymusic

Label Site: http://www.lovitt.com/artists.php?artists_id=43

2) The Grey are a UK-based instrumental post-metal band.

3) the grey is an alias/secondary project that is apart of RAGGATRAXX, Inc. (ran by RUMBLERAGGA) Read more on Last.fm. User-contributed text is available under the Creative Commons By-SA License; additional terms may apply.