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How to grey wash wood
Lay down a tarp or dropcloth.
Choose a well-ventilated area to work in, and set down something to protect your floor. Newspaper is fine if the object is fairly small, but a tarp or large dropcloth will work better if it's a piece of furniture.
Sand the wood to remove paint and imperfections. Use a coarse sandpaper all over the surface of the wood you plan to apply the wash to.