I have no idea what that grey stuff is, totally unnecessary if you get the pieces properly aligned, and use the correct gaskets. My guess is you have the wrong pieces. There are plastic gaskets that must be used in each connection. There are at least two sizes, depending on the type of pipe you are connecting to. Go to a plumbing supply store, they will have the right pieces. Show them what you need to connect, they will get you the right parts. And make sure the pieces align properly, you can get a leak if the pipes you are connecting are not straight.