You can trick, like Microsoft Office (and Adobe, I think), and add the application to the startup group, which tells the application to download and immediately upload. Thus, the DLL is pre-cached in memory when the user tries to start the application. Just to catch: I’m not quite sure if it works like this with network files, and if it’s not, it can be a reason for a slow start (i.e. you always make a cold start against a possible warm start if it is performed from the local machine).
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