First Time Program is Opened is Slow, Second Time is Fast

[halfpower]

When I open a small program right after I boot up windows, it takes a little while to load. If I close it and then open it again it loads much faster. Why does this difference in load time exist?

 

[SoundTheSurrender]

Because the first time it loads from the Hard drive to the Ram and the 2nd time is just from the Ram.