We describe and analyze a multigrid algorithm for finite element approximations of second order elliptic boundary value problems with weightedextended b-splines (web-splines). This new technique provides high accuracy with relatively low-dimensional subspaces, does not require any grid generation, and is ideally suited for hierarchical solution techniques. In particular, we show that the standard W-cycle yields uniform convergence, i.e., the required number of iterations is bounded independent of the grid width.