CAVE systems are nowadays one of the best Virtual Reality (VR) immersive devices available for rendering virtual environments. Unfortunately, such kind of hardware is extremely expensive, complex and cum-bersome, thus limited in its spread. Several cheaper solutions already exist, but they implement usually only a subset of features of a professional CAVE (like a reduced number of wall-displays, no stereographic at all or with a low-quality support, low brightness, etc.). In this paper we describe how we have built a low cost CAVE with four screens (three walls and a floor), stereographic rendering and user tracking by only using hardware commonly available on the market and free software, we show the different solutions and work-around we implemented to solve the problems we encountered and we conclude with a fair evaluation of our system by using two applications we developed with it.