In the framework of the expected association between gamma-ray bursts and gravitational wave signals, we present the preliminary results of an analysis aimed to search for bursts of gravitational waves associated with the long GRB 050915a. GRB 050915a was detected by the Swift satellite in 2005, when the Virgo detector was engaged in one of its science runs, namely the C7 run, during which the best sensitivity attained in 2005 was exhibited. This offered the opportunity for the first coincident analysis between a gamma-ray burst and the Virgo gravitational wave detector. Here we give an overview of this ongoing analysis, which at the end will play the role of a prototype, crucial in defining a methodology for gamma-ray burst triggered searches with Virgo. The final results of our analysis will also allow us to evaluate up to which level Virgo will be able to constrain the amplitude of the gravitational wave signal from a typical long gamma-ray burst.