I've done a bit of googling, and it seems that Norwegians used two surnames, one based on their father's first name (ie a son of Ole = Olesson) and the other based on the name of the farm on which they lived. When the Norwegians came to America they had to conform to the American use of only one surname. They could choose whether to keep their "patronymic" name or their farm name. I've also discovered that there is a place in Norway called Hojem - so perhaps that's the "farm" where Greg's maternal grandparents originally came from (or rather, were booted out of!), and they chose to retain that part of their surname.
For more information about Norwegian surnames, this is a really good website.
For more information about Norwegian surnames, this is a really good website.