In order to make a step further towards understanding the impact of multi-modal stimuli in Virtual Reality we conducted a user study with 80 participants performing tasks in a virtual pit environment. Participants were divided into four groups, each presented a different combination of multi-sensory stimuli. Those included real-time 3D graphics, audio stimuli (ambient, static and event sounds), and haptics consisting of wind and tactile feedback when touching objects. A presence questionnaire was used to evaluate subjectively reported presence on the one hand, and on the other physiological sensors were used to measure heart rate and skin conductance as an objective measure. Results strongly indicate that an increase of modalities does not automatically result in an increase of presence.