Hilbert schemes of points on some K3 surfaces and Gieseker stable bundles

By using a Fourier-Mukai transform for sheaves on K3 surfaces we show that for a wide class of K3 surfaces $X$ the punctual Hilbert schemes $\Hilb^n(X)$ can be identified, for all $n\geq 1$, with moduli spaces of Gieseker stable vector bundles on $X$ of rank $1+2n$. We also introduce a new Fourier-Mukai type transform for such surfaces.