MySQL query takes long time at first execution. (no replies)

Hi, This method when executed for the first time takes around 1250 mili seconds but if I execute same method without closing application the time drops to only 300 mili seconds.

public void GetEmployeeRightsParameters()
{
try
{
MySqlDataAdapter da = null;
MySqlConnection Connection = null;
MySqlTransaction Transaction = null;
MySqlCommand Command = null;
Connection = new MySqlConnection(connectionString);

DataSet ds = null;

if (Connection.State != ConnectionState.Open)
{
Connection.Open();
}

Command = new MySqlCommand("GetEmployeeRights", Connection);
Command.CommandType = CommandType.StoredProcedure;

//Add Parameters is procedures requires.
Command.Parameters.Add(new MySqlParameter("p_EmployeeID", 1));

if (Transaction != null)
{
Command.Transaction = Transaction;
}

da = new MySqlDataAdapter();
da.SelectCommand = Command;

DataTable dt = new DataTable();

Stopwatch sw = new Stopwatch();
sw.Start();
da.Fill(dt);
sw.Stop();
//Writing Execution Time in label
string ExecutionTimeTaken = string.Format("Minutes :{0}\nSeconds :{1}\n Mili seconds :{2}", sw.Elapsed.Minutes, sw.Elapsed.Seconds, sw.Elapsed.TotalMilliseconds);

MessageBox.Show(ExecutionTimeTaken);
}
catch
{
throw;
}
}

This method executes in same time around 300 mili seconds. Only difference I see is the use of MySqlCommand so my question is that would it be good practice to give Adapter a plain query?

public void GetEmployeeRightsPlain()
{
MySqlConnection connection = new MySqlConnection(connectionString);
connection.Open();

DataSet dataset = new DataSet();
MySqlDataAdapter adapter = new MySqlDataAdapter("CALL GetEmployeeRights(1)", connection);

Stopwatch sw = new Stopwatch();
sw.Start();
adapter.Fill(dataset);
sw.Stop();
//Writing Execution Time in label
string ExecutionTimeTaken = string.Format("Minutes :{0}\nSeconds :{1}\n Mili seconds :{2}", sw.Elapsed.Minutes, sw.Elapsed.Seconds, sw.Elapsed.TotalMilliseconds);

MessageBox.Show(ExecutionTimeTaken);
}