Structures possessing spatial asymmetry should act as pumps in the presence of dissipation alone, without the need for macroscopic forces or temperature differences to drive vectorial motion. It has been shown theoretically that particles subjected to an asymmetric periodic potential can display net directional motion even if the space-averaged force is zero. Here we demonstrate such behaviour experimentally. We have studied the behaviour of colloidal particles suspended in solution and exposed to a sawtooth dielectric potential which is turned on and off periodically. The particles exhibit net motion with a velocity that depends on their size, suggesting applications in separation processes for objects in the size range 0.1-5 microns--a range that includes biological structures such as viruses, cells and chromosomes. We furthermore point out the analogy between our device and motor protein assemblies.