C# database connection delay

I have an app, it's done and working, but the users report a small problem with it, and quite frankly i susspected it could be a problem. As the title says the app is written in c# (.net 3.5) and it's using SQL DB. The "problem" is - when the app is first started, it takes about a half a minute to conenct to database.

Could this be somehow reduced?

Thank you for your time!

EDIT1: the DB is local.. sql server and .net framework are installed at the same time as the app

EDIT2: when the app is stared it all works fine, and when users open the winform where some DB work needs to be done, the first time it's started they have to wait about half a minute, after that it works fine..