Is the greyscale image just going to sit on top of the gradient? or are you going to fade the images into each other?

if it's just going to sit on top as a different layer in photoshop, then open both files in photoshop and just drag the greyscale image on to your gradient image. this will create a layer with your grey image leaving your color gradient intact. (if you were to do it in reverse, it would strip out the color in the gradient layer to match the greyscale color mode...)

as erosiaart stated, it only changes the color mode to match the destination files color mode.

hope this helps,
retrocity