>I have SQL statement (local database) that runs slow when in runtime but fast when executing from Command window.
>
>What can be a problem?

In addition to the previous answers, if the SQL buildsa temp index or does multiple joins (thereby building temp cursors on the fly) the location of tempfiles can make large differences. If your runtime works with a tempfile dir located on the server and the command window with one on the local machine...
Also possible are Oplocks/SMB differences: are you certain that the # of users having the tables accessesed by your query is distributed the same across the single user/multiuser dimension?