Can’t access website without PING first

We’ve got a problem tracking application running on a server in Amsterdam. We conntect to it through a VPN/WAN connection.

The problem is we can’t connect to it from this end without PINGing it first. I did ipconfig /displaydns before and after the ping, and found that this server is NOT in the DNS cache before the ping, but IS after the ping.

Can anyone tell me why this happens and how to fix it?

Thanks,
Kevin