title: Winform application first web request is slow
body: <p>When I first make a HttpWebRequest in a Winform App, it takes 10~30 seconds to process the first request. Subsequent calls takes less than a second. I wrote a little POC app to exemplify this, it consists of two buttons and 2 textBoxes, an image of the app can be found here (I can't upload images here yet...):</p>
  
  <p><img src="https://i.stack.imgur.com/HUccI.jpg" alt="enter image description here"></p>
  
  <p>The app code is very simple:</p>
  
  <pre><code>public partial class Form1 : Form
  {
      DateTime _start;
      TimeSpan _span;
      int _count = 0;
      public Form1()
      {
          InitializeComponent();
      }
  
      private void Form1_Load(object sender, EventArgs e)
      {
  
      }
  
      private void button1_Click(object sender, EventArgs e)
      {
          _count++;
          _start = DateTime.Now;
          HttpWebRequest _request = (HttpWebRequest)WebRequest.Create(textBox1.Text); ;
          // Added after Conrad's response:
          _request.CachePolicy = new HttpRequestCachePolicy(HttpRequestCacheLevel.NoCacheNoStore);
          HttpWebResponse _response = (HttpWebResponse)_request.GetResponse(); 
          _response.Close();
          _span = DateTime.Now - _start;
          textBox2.Text += _count.ToString("000") + ": " + _span.ToString(@"mm\:ss\,fff") + "\r\n";
      }
  
      private void button2_Click(object sender, EventArgs e)
      {
          textBox2.Text = "";
      }
  }
  </code></pre>
  
  <p>Why does it take so long in the 1st request? There is something I can do to speed this up?</p>