General purpose Problem Solving Environments (PSEs) like Matlab are widely used in the fields of science for development of new algorithms. If a lot of computing power is required to run these algorithms, today's PSEs lack support for accessing the distributed infrastructures of the organisation (i.e. grids), which limits the size of the problems that can be solved. This contribution shows a new approach to utilize the grid from within PSEs without major adjustments by the user. The primary tools are GridSolve and and the grid-middleware gLite. The applicability is illustrated by an exemplary algorithm (Mandelbrot calculations).