In May 2007 the compact radio source Sgr A* was observed in a global multi-frequency monitoring campaign, from radio to X-ray bands. Here we present and discuss first and preliminary results from polarization sensitive VLBA observations, which took place during May 14-25, 2007. Here, Sgr A* was observed in dual polarization on 10 consecutive days at 22, 43, and 86 GHz. We describe the VLBI experiments, our data analysis, monitoring program and show preliminary images obtained at the various frequencies. We discuss the data with special regard also to the short term variability.