The grey membrane is actually mucus. It's a shedding of the lower intestine wall...kind of a protection mechanism. It can indicate that a variety of other things are going on . . . Some routine...some serious. If it were my dog, I would watch a few days and see if it continues. If it does, I would definitely take a stool sample to the vet...along with the dog. ;-) Here's a link with more information: www.justanswer.com