One of the goals of the Systems Biology community is to have a detailed map of all biological interactions in an organism. One small yet important step in this direction is the creation of biological networks from post-genomic data. Bayesian networks are a very promising model for the inference of regulatory networks in Systems Biology. Usually, Bayesian networks are sampled with a Markov Chain Monte Carlo (MCMC) sampler in the structure space. Unfortunately, conventional MCMC sampling schemes are often slow in mixing and convergence. To improve MCMC convergence, an alternative method is proposed and tested with different sets of data. Moreover, the proposed method is compared with the traditional MCMC sampling scheme.