Christoph has a good point
The pure black I would personally prefer to attain using a Hue/Saturation-Adjustment Layer set to Colorize with 0% Saturation (and a Curves-Layer to get to a 100% if necessary) and over that place a Channel Mixer-Adjustment Layer with Cyan set to 0%CMY/100% Black and all the others to zero everything.
The GradientMap should apply a given color(s) to the lines but some setting is different in CS4 on installation and I would like to find how to set it correctly so that Gradient Map will work correctly.
Gradient map never actually produces 100c 0M,0Y,0K. Either CS3 or CS4. Both versions work the same way for me.
And now the best things. I created project in CS3 (simply gradient map with C100 M0 Y0 K0 as one of value), save and then open in CS4... And gradient is OK! I checked info window - OK, then value in gradient editor - OK. Save and reopen - OK.
Conclusion. In CS4 you can operate on this kind of gradient map but can`t create it.
To Mark: Kenneth`s example is proof I`m not one and only.
One thing. Now I see this issue appeared in PS Mac forum and I work on PC/Vista64/XP. But I guess, it`s no matter.