Gravity transmission As I understand it, gravity waves are transmitted at the speed of light and they attract what they get to. But what concerns me is how do they affect things.
This might seem stupid, but is it possible to stop a gravity wave? Or is it possible to decrease its strength somehow?
For example, if you had 2 heavy objects would it be possible to put something between them to stop them from gravitationally attracting each other?
 A: I think you might be mixing up gravity with gravitational waves.
Two masses don't attract each other because they exchange gravitational waves. The masses curve spacetime and it's the curvature that causes the force between them. If the mases are stationary then the curvature is static i.e. there aren't any gravitational waves propagating.
You've almost certainly heard of the rubber sheet analogy for curvature of spacetime. There are various reasons why we have to be careful about taking this analogy too far, but let's go with it for the time being. If the two masses are stationary then the curvature of the rubber sheet is stationary too. A gravitational wave is analogous to someone twanging the sheet so that a ripple runs through it. The gravitational wave doesn't cause a net attraction or repulsion, but is does cause the curvature to oscillate as the wave passes through.
The easiest way of understanding what a gravitational wave does is to imagine arranging a ring of particles in space. As a gravitational wave passes through the ring it distorts it as shown by the following GIF:

(source Wikipeda)
So when you ask:

For example, if you had 2 heavy objects would it be possible to put something between them to stop them from gravitationally attracting each other?

The answer has nothing to do with gravitational waves. The answer is no because placing anything between your two masses just increases the curvature so they attract each other even more strongly.
A: Gravity waves don't attract things, like all waves what they do is propagate.  If you imagine an astronaut (or blob of water) orbiting the earth, the part closer to the earth feels a stronger effect than the part farther away, so the object is stretched out, to point towards the earth, if exaggerated it might look like an egg or if very exaggerated, it might look like spaghetti.  That's what gravity does.
So a gravity wave is oscillatory, you can pick directions orthogonal to the way it is going and those directions are directions which alternatively be compressed or elongated (so spaghetti in one direction, then spaghetti in the other direction).
Just a electromagnetic waves can be polarized in different directions you can imagine x and + as two complementary kinds of polarizations, each long line takes its turn being the direction the spaghetti points.
And just like sound waves or electromagnetic waves can destructively interfere, so can gravity waves.  In fact a perfectly spherical mass can expand radially in and out and no net gravitational waves are emitted because they destructively interfere.  A non symmetric body that expands in and out emits gravitational radiation.
But even when you emit no gravitational waves you still interact gravitationally.  Some effects of gravity can be stopped, and others cannot.
For instance if you have a hollow massive spherical shell, then the spacetime inside is flat, as if there is no gravity, and the spacetime outside the hollow spherical shell is curved, so there is detectable gravity on the outside.
However clocks inside the hollow spherical shell tick more slowly than clocks outside the shell that are very far from the shell.  That effect can't be shielded.
And that might be a good way to think of gravity's primary effect, to affect the rate of clocks ticking. 
