  In the framework of the expected association between gamma-ray bursts and
gravitational waves, we present results of an analysis aimed to search for a
burst of gravitational waves in coincidence with gamma-ray burst 050915a. This
was a long duration gamma-ray burst detected by Swift during September 2005,
when the Virgo gravitational wave detector was engaged in a commissioning run
during which the best sensitivity attained in 2005 was exhibited. This offered
the opportunity for Virgo's first search for a gravitational wave signal in
coincidence with a gamma-ray burst. The result of our study is a set of strain
amplitude upper-limits, based on the loudest event approach, for different but
quite general types of burst signal waveforms. The best upper-limit strain
amplitudes we obtain are h_{rss}=O(10^{-20})Hz^{-1/2} around 200-1500 Hz. These
upper-limits allow us to evaluate the level up to which Virgo, when reaching
nominal sensitivity, will be able to constrain the gravitational wave output
associated with a long burst. Moreover, the analysis here presented plays the
role of a prototype, crucial in defining a methodology for gamma-ray burst
triggered searches with Virgo and opening the way for future joint analyses
with LIGO.
