Oh well...here's the answer
During the 1995-96 season MU were using an all grey away strip (shirts, shorts and socks). At half-time during a game against Southampton, when Manchester United was already losing 3-0, they switched to another blue and white away kit, and eventually lost the game 3-1. According to the players, the grey kit wasn't visible enough and this led to a string of poor results whilst wearing this strip. The grey kit was dropped after Manchester United failed to win a single game while wearing it. I think they wore that grey strip 9 times in total before it was axed! It is the only strip they have never won a game in.