We have integrated the Graz brain-computer interface (BCI) system with a highly immersive virtual reality (VR) Cave-like system. This setting allows for a new type of experience, whereby participants can control a virtual world using imagery of movement. However, current BCI systems still have many limitations. In this article we present two experiments exploring the different constraints posed by current BCI systems when used in VR. In the first experiment we let the participants make free choices during the experience and compare their BCI performance with participants using BCI without free choice; this is unlike most previous work in this area, in which participants are requested to obey cues. In the second experiment we allowed participants to control a virtual body with motor imagery. We provide both quantitative and subjective results, regarding both BCI accuracy and the nature of the subjective experience in this new type of setting.