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Let be a complex projective manifold. Fix two ample line bundles and on . It is the aim of this note to study the variation of the moduli spaces of Gieseker semistable sheaves for polarizations lying in the cone spanned by and . We attempt a new definition of walls which naturally describes the behaviour of Gieseker semistability. By means of an example, we establish the possibility of non-rational walls which is a substantially new phenomenon compared to the surface case. Using the approach of Ellingsrud and Goettsche via parabolic sheaves, we were able to show that the moduli spaces undergo a sequence of GIT flips while passing a rational wall.

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