Grag was a member of the Lucian Alliance and top bodyguard of Arvold Rooker.
When Vala Mal Doran breaked inside Arvold's home at Aldan-3, Grag confronted her but was shot and seemingly killed by Vala. (SG1: "Vala Mal Doran 1")
It is then revealed that Grag is a shapeshifter, and that he worked with Vala all along. Grag didn't know Arvold discovered his lie. (SG1: "Vala Mal Doran 2")