Vetoes should only be used when there is an obvious attempt to rip another team off, which I don't see here. I don't think vetoes should be used to hamstring transactions. Yeah, Henry may have his question marks, but what do we know about KJ? Henry for TO straight up would be fine, but I'd only do it if I had no WR depth and plenty RB depth.
Sounds as though you may have some guys in your league who are a bit jealous the trade isn't falling their way. I faced a bit of the same problems last year, but then our commish would turn around and offer me junk trades like Tiki Barber, Darrell Jackson, Lamar Gordon and Drew Bledsoe for Jamal Lewis, TO and Steve McNair. I can handle vetoes better when I don't get slapped in the face by junk by the commissioner.