  We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf
R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC)
framework. This algorithm is based upon a modified Ricci-Ciccotti
discretization of the Langevin dynamics in the phase space $({\bf R},{\bf P})$
improved by a Metropolis acceptation/rejection step. We show through some
representative numerical examples (Lithium, Fluorine and Copper atoms, and
phenol molecule), that this algorithm is superior to the standard sampling
algorithm based on the biased random walk (importance sampling).
