A code for Monte Carlo simulations of radiation transport using a Graphics Processing Unit (GPU) is introduced. The code has been developed using the CUDATM programming model, an extension to the C language that allows the execution of general purpose computations on the new generation of GPUs from NVIDIA. The accurate Compton and Rayleigh interaction models and interaction mean free paths from the PENELOPE package, and a generic voxelized geometry model, have been implemented in the new code. The secondary particles generated by Compton, photoelectric and pair-production events are not transported. An ideal x-ray detector and a cone beam source can be defined to reproduce an imaging system and facilitate the simulations of medical imaging applications. A 24-fold speed up factor with the GPU compared to the CPU is reported for a radiographic projection of a detailed anthropomorphic female phantom. A description of the simulation algorithm and the technical implementation in the GPU are provided. This work shows that GPUs are already a good alternative to CPUs for Monte Carlo simulation of x-ray transport.