We report the initial results from a search for bursts of gravitational radiation by a network of five cryogenic resonant detectors during 1997 and 1998. This is the first significant search with more than two detectors observing simultaneously. No gravitational wave burst was detected. The false alarm rate was lower than 1 per 10(4) yr when three or more detectors were operating simultaneously. The typical threshold was H approximately 4x10(-21) Hz-1 on the Fourier component at approximately 10(3) Hz of the gravitational wave strain amplitude. New upper limits for amplitude and rate of gravitational wave bursts have been set.