This paper presents an overview of the use of virtual reality in physical rehabilitation and some thoughts about implementations of the virtual environment (VE) applied to a rehab robot. The point of view is not just technical but also based on the aims of the technology itself from a user's point of view. Objective of this paper is to present an initial study on virtual reality interface applied to a robot for shoulder rehabilitation. A reflection about anxiety and boredom emotions guides through an analysis of possible improvements of a first simple environment that facilitates patients' movements.