Computer Won't Load Past Grey Screen

So I was using my computer last night and it just died on me. The battery says it is full and all too. But when I go to start it back up again, it won't go past the grey screen. I have tried all the keyboard shortcuts and nothing seems to work. I have had it on and running for about 30 minutes so far and nothing has changed.
This has happened to me once already and I had to have the whole computer restarted and I lost everything. I really don't want to lose everything yet again but I don't know what to do.
I also cant seem to find my OSX startup disk. Of course. I was wondering what are all the options/keyboard shortcuts so I can try everything before I decided to just give it to the tecs to deal with.

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"I have tried all the keyboard shortcuts and nothing seems to work."
Which ones? Need details to avoid the +"been there, done that"+ scenarios.
"I also cant seem to find my OSX startup disk."
You will need to locate the Install DVD in order to troubleshoot. Otherwise, you will end up w/a very expensive door stop.;)
You can get replacement System Install & Restore CD/DVDs from Apple's Customer Support - in the US, (800) 767-2775 - for a nominal S&H fee. You'll need to have the model and/or serial number of your Mac available.
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