I need help with this too... I did it once and it wasn't grey, it was black. Hmmm. I don't need to print this paper out, I just need to email it.
Whichever part you're working on, the body of the text or the heading, is
black, the other is gray. It would be better to print a pdf and mail that
to you recipient; if you're sending the Word file so that they can work on
it, they will be familiar with the gray/black distinction.