As you are interested in physics enough to ask this question, I feel I should write a different kind of answer to the above one by cosmogoblin. (I didn't downvote it, although I think it contains a few points I would argue with, sorry :).
I understand the double slit experiment.
No, you really don't, but that's ok, nobody else does either.......this is because we are trying to understand the quantum world in terms of the classical world.
We build mental pictures of particles as tiny versions of classical particles, such as soccer balls or dust mites, but quantum particles are nothing like anything we can describe in physical terms.
We also try to explain the property of photons in wave terms, so that we have a chance of predicting (but not understanding) their behaviour when the two slits are open, but if you look closely at the wording of the explanation of the results, you will see that we call the wave a probability wave, and this is definitely not a type of wave that you will see anywhere in the classical world.
My point is that mental pictures are going to let you down when you push them too far in trying to understand the quantum world.
You are, in the long run, far better off trying to get to grips with the mathematical description of a photon and not get caught trying to constantly make sense of quantum behaviour in classical terms. You are not in the classical/ordinary world with these objects.
This is why the idea of the probability wave was developed, as it gives us a way of describing the properties of quantum "things", but it does not try to say what a photon actually is, as we have no idea how to compare it to anything we see around us.
If this is not totally off the mark, what role would gravity play in this medium.
We don't know how to combine gravity with the double slit experiment but, if and when we do, I can pretty much guarantee you that it will totally involve a mathematical description, and no mental picture will be involved.