Which part takes long, connecting to mySQL or executing query?

>I have a database on MySQL which I am building a front end application for in VFP. This database has 1.7 million records in it. If I query a record using the mySQL Query Browser, it takes 0.0173 seconds to display it. When I use the following VFP code:
>
>PUBLIC gnconnhandle, namestoup
>STORE SQLCONNECT('TestingPatient', 'myname', 'password') TO gnConnHandle
>labstm = "select * from labtest1 where upi = 00103194"
>SQLEXEC(gnconnhandle,labstm, "lab")
>SQLDISCONNECT(gnconnhandle)
>browse
>
>it takes MUCH longer...like 10-15 secs. What I cannot understand is that if I run the same VFP code on the SAME upi number, it pops up instantly. Even if I close VFP and then reopen in a new session, it appears in a split second. If I try searching for a upi that I have never searched for before, it takes a long time again.
>
>Why does this happen and how can I make the first search on a upi as fast as the subsequent searches on the same upi? The MySQL table has an index on upi....