Data obtained during five months of 2001 with the gravitational wave (GW) detectors EXPLORER and NAUTILUS, operating with a bandwidth of a few Hz at frequencies near 900 Hz, were studied in correlation with the gamma ray burst data (GRB) obtained with the BeppoSAX satellite. During this period BeppoSAX was the only GRB satellite in operation, while EXPLORER and NAUTILUS were the only GW detectors in operation. No correlation between the GW data and the GRB bursts was found. The analysis, performed over 47 GRB's, excludes the presence of signals of amplitude $h>~6.5\ifmmode\times\else\texttimes\fi{}{10}^{\ensuremath{-}19},$ with 95% probability, if we allow a time delay between GW bursts and GRB within $\ifmmode\pm\else\textpm\fi{}5\mathrm{s},$ and $h>~1.2\ifmmode\times\else\texttimes\fi{}{10}^{\ensuremath{-}18},$ if the time delay is within $\ifmmode\pm\else\textpm\fi{}400\mathrm{s}.$ The result is also provided in the form of scaled likelihood for unbiased interpretation and easier use for further analysis.