I guess you can't just use a lighter shade on dark hair, even just a little lighter.
I always use a "medium natural brown," and my non-gray haircolor is nearly black. I've used an auburn as well.
I don't necessary apply anything to *lighten* it; I just apply the haircolor straight out of the box. And since it's like a stain, the gray comes out medium and the black comes out a little bit darker.