Okay if you are in photoshop you need to have your color settings at:
RGB (doesn't really matter - mine is sRGB IEC61966-2.1)
CMYK (again doesn't matter - U.S. Web Coated (SWOP) v2)
Gray (sGray)
Spot (Black & White).
The Gray and Spot working space are the key. Otherwise the Gray color tends to shift when you save things even when working in grey scale. Or you can trying working in greyscale then index the file and then save it. Indexing it will fix the grey tones exactly. If you just save it to a bmp without your gray and spot setup it can shift. It drove me nuts.
So I recommend just creating a new color settings profile so you can switch to AHedit work quickly and then switch back to your normal color settings.