RSA Key Gen: Fast in Test App, Slow in Real App.

I made a test app to test RSA key generation and whatnot using gcrypt directly.  Generating a 128bit key pair is almost instant in the test app.  It takes less than a second.  When I try using it in my real application (a game), however, it takes several seconds to generate the key.  The libraries and function calls are identical.  Any idea what the causes for the speed differences are?  I'm using Visual Studio 7.0 on Windows XP.  I'm not using secure memory or multithreading.