SQL Server - Queries are much faster on the application when run second time
When I click on a screen on my vb application, it takes approx 6/7 seconds to display the results. When I click off the screen and click back again into the screen, it returns immediately.


Does the delay reappear when you restart the Application or when you restart the Database? 

If it's the former, then the Application may be doing some caching of its own and, the first time you run it, it's building that cache, which takes a while. 

If it's the latter, then it's probably the data being loaded into the database's Buffer Cache from disk.  Once you've loaded the data once (and assuming that nothing more important flushes it out again) then the data is simply sitting in the Buffer Cache waiting to be [very quickly] reused.