Variable 3 Wire Solid State Speed Control Wiring

Greetings, I have this variable speed control with Red, Black and Grey wires coming out. It must be connected to a 3 wire supply line, wires are Red, Black, and White and a ground wire. I'm not sure how to tie the two together, mostly do to the grey wire on the speed control. Will someone please set me to right here. Thanks. Links to photos are below. The third link is the supply.

http://screencast.com/t/wHUFrRQK

http://screencast.com/t/rBJq4sKhv3T

http://screencast.com/t/oOkRNqHKc