Cosmic radiation is capable of depositing significant quantities of energy and momentum in gravitational wave antennas at times that will generally be random with respect to gravitational signals. Such cosmic ray effects may generate noise signals at detectable levels compared to antenna design thresholds at rates of a few per year but, since antennas will not be capable of absorbing all the cosmic ray energy, it should be readily possible to construct vetoing cosmic ray detectors. For proposed interferometer antennas, a deposition of a few hundred GeV will produce a detectable noise signal and the veto will require about 100 MeV of energy deposition outside the antenna. We consider here some of the principles involved in the generation of gravitational antenna noise by cosmic ray particles and we describe a veto system to be installed at the Perth gravitational wave observatory.