  Mergers of two compact objects, like two neutron stars or a neutron star and
a black hole, are the probable progenitor of short gamma-ray bursts. These
events are also promising sources of gravitational waves, that are currently
motivating related searches by an international network of gravitational wave
detectors. Here we describe a search for gravitational waves from the in-spiral
phase of two coalescing compact objects, in coincidence with short GRBs
occurred during during LIGO's fifth science run and Virgo's first science run.
The search includes 22 GRBs for which data from more than one of the detectors
in the LIGO/Virgo network were available. No statistically significant
gravitational-wave candidate has been found, and a parametric test shows no
excess of weak gravitational-wave signals in our sample of GRBs. The 90\%~C.L.
median exclusion distance for GRBs in our sample is of 6.7 Mpc, under the
hypothesis of a neutron star - black hole progenitor model.
