There are issues with the modal version of the module that we're working to correct. If the module is only working every few page loads, that likely means there's a caching issue that causing the problems. When the page isn't cached, the module works.. once the cache kicks in, it doesn't. Can you try disabling caching to see if that fixes your problem?
The grey/black background is likely being overwritten by a CSS style in your template. If you try with a different template, you'll see that it is likely grey. We do try to inherit some styles from the template for a few different features to better integrate with sites.
The missing icons can be fixed by following the directions in
this post
.
The next release (due out later this month) will have both fixes linked to in this post and above and should fix most of the other modal issues that are affecting a minority of users.
I hope that helps,
Alex