The Particle Physics Data Grid (PPDG) Collaboratory Pilot will develop, acquire and deliver vitally needed Grid-enabled tools for data-intensive requirements of particle and nuclear physics. Novel mechanisms and policies will be vertically integrated with Grid middleware and experiment-specific applications and computing resources to form effective end-to-end capabilities. PPDG is a collaboration of computer scientists with a strong record in distributed computing and Grid technology, and physicists with leading roles in the software and network infrastructures for major high-energy and nuclear experiments. Together they have the experience, knowledge and vision in the scientific disciplines and technologies required to bring Grid-enabled data manipulation and analysis capabilities to the desk of every physicist. A three-year program is proposed, taking full advantage of the strong driving force provided by now running physics experiments, ongoing Computer Science projects and recent advances in Grid technology. Our goals and plans are ultimately guided by the immediate, medium-term and longer-term needs and perspectives of the physics experiments, some of which will run for at least a decade from 2006 and by the research and development agenda of the CS projects involved in this Collaboratory Pilot and other Grid-oriented efforts. PPDG is actively involved in establishing the necessary coordination between complementary Data Grid initiatives in the U.S., Europe and beyond.