Not postive on this because I don't know what brand/model you are hooking up, but chances are:
Red = 12 volts constant or (may be 12 volts ignition)
Black = ground
Gray = e-brake wire, which you could just send to ground with your black if you want to be able to use the screen even without the e-brake on. Otherwise, it is supposed to be hooked up to the wire that gets a negative signal when you pull your e-brake up.
All of these wires can be found right behind your OEM radio/cd player or even at your main ignition column. NOTE: If you go to the ignition column for power/ignition, make sure you fuse your power wire that you run over there.