Short gamma-ray bursts (GRB) are believed to be created by the merger of two compact objects, putative sources of strong gravitational waves from the final stages of their inspiral. Because the time and sky location of such a GRB are known, the search for associated Gravitational Waves (GW) can be performed with a lower threshold than untriggered searches. A coincident detection of a GW with a short GRB will be a great step forward to solve the mystery of such events. Here we present the methods and status of a search of gravitational-wave inspiral signatures from 22 short GRBs during the recent fifth science run of LIGO and Virgo's first science run.