Your display looks something like this, I take it?
What the grey bar indicates is that there is a start constraint (start this task no earlier than this date) but the leveling code has determined that the task is not able to be started until a later date. The grey bar serves to show the delay imposed.
Here's a picture of the Task inspector for Task 4. You can see the Start Constraint is quite a bit earlier than the Actual Start, and you can see the 2 days and a few hours of delay imposed by the leveling process. If you wanted to force it to start at the earlier time, you could adjust the Actual Start and click the little padlock. Re-level the plan and check for violations.
Here I've locked Task 4 to start 9/7/11 8:00 AM, forcing the rest of the plan to be pushed back:
And here I've also locked Task 1 to start at that same time, which creates a violation:
(I clicked on the violation icon at the left to bring up the window describing the problem)