Hi Egoslip,
I tried to roll a similar implementation last year and threw in the towel
due to the lack of support. It's a nice little tool but I've moved on to
Lightwindow from the excellent Stickmanlabs
(
http://www.stickmanlabs.com/lightwindow/).
Give it a try and let me know what you think. It might not do exactly what
you need out of the box but you can customise it to quite a good degree.
Finally, it's light and just as easy to drop-in/pull-out as Greybox.
Happy hunting,
Mo
PS. Did you try hard-coding the links on the files running on the
"different servers" to the main domain? I don't think it'll work but what
the hey!