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Hello Kresten, based on the information you provided I may suggest updating both the motherboard and graphics card BIOS to the latest version. For this last component you may need a different system to do so.
You may not need to update both, so it is recommended to test after each step. This is the latest BIOS for your motherboard: https://downloadcenter.intel.com/Detail_Desc.aspx?agr=Y&DwnldID=22815
It may also help to know the power supply wattage and at what precise moment is the screen turning gray; is it when the computer attempts POST or during operating system attempts to load? Do you see anything on screen with the graphics card before the gray screen appears?
Happy New Year to you, Joe.
Thanks for your response. I've never tried to update the BIOS and is therefore a bit reluctant to do so.
Therefore, only the following information:
At start coming Intel logo and the opportunity to enter the BIOS setup. Then comes the Windows logo with flying windows. When this picture shuts down come the gray screen instead of Windows greeting (the blue screen). The screen is gray and not black. One can see that there is a signal but no picture.
My power supply have 550watt.