From the beginning John,
When comparing X-rays to visible light, they are said to have higher energy. That is; when comparing the impact photon for photon, x-rays have much more penetrating power - while gamma rays and cosmic rays have more still.
In the example Tom cited, he was saying that muons going near the speed of light last longer than the ones standing still. That is; when muons move extremely fast, they have a higher energy and obtain great penetrating power.
They are, in fact, a component of cosmic rays - since that term is a general one representing various types of near light speed sub-atomic particles, and other sources of extremely high energy like very high energy photons.
All the Best,
Jonathan