Extended login response to SQLExpress 2005

I am having an issue with the login time from my program to authenticate through the SQLExpress. I have the latest version and I am using for code this :

            Dim cnn As New SqlConnection(Globals.m_con_str)
            Dim cmd As New SqlCommand("star_login", cnn)

            cnn.Open()

            cmd.CommandType = CommandType.StoredProcedure
            cmd.Parameters.AddWithValue("@UName", txtUN.Text)
            cmd.Parameters.AddWithValue("@PWord", txtPW.Text)

            Dim dr As SqlDataReader

            dr = cmd.ExecuteReader()
            If dr.HasRows Then
                While dr.Read()
                    ..........execution of successful login
                end while
            end if

        If cnn.State = ConnectionState.Open Then
            cnn.Close()
        End If

My issue is this. Once you have done this once speed is good from there on out. After you log out of the program, the login is good. I have tried reindexing because I though this might be the issue but it did nothing.

Any help would be greatly appriciated