I see their has been many threads about Grey wi-fi symbols, I too have had this problem but it seems different to others I've seen.
I have set up my wi-fi, I then click log in to hotspot and it connects. The Wi-Fi symbol then changes to white.
I then go on the bb browser and type in an adress e.g. youtube and it works, I then try to play a youtube video, it will say connecting, then the wi-fi symbol dis appears from the browser and GPRS comes up. The wi-fi symbol will still be there on the home page but it will be grey.