We present an implementation of the -statistic to carry out the first search in data from the Virgo laser interferometric gravitational wave detector for periodic gravitational waves from a priori unknown, isolated rotating neutron stars. We searched a frequency f0 range from 100 Hz to 1 kHz and the frequency dependent spindown f1 range from Hz s−1 to zero. A large part of this frequency–spindown space was unexplored by any of the all-sky searches published so far. Our method consisted of a coherent search over two-day periods using the -statistic, followed by a search for coincidences among the candidates from the two-day segments. We have introduced a number of novel techniques and algorithms that allow the use of the fast Fourier transform (FFT) algorithm in the coherent part of the search resulting in a fifty-fold speed-up in computation of the -statistic with respect to the algorithm used in the other pipelines. No significant gravitational wave signal was found. The sensitivity of the search was estimated by injecting signals into the data. In the most sensitive parts of the detector band more than 90% of signals would have been detected with dimensionless gravitational-wave amplitude greater than 5x10^(-24).