PreLoad and Execute(Performance)

Hi,
I have been seeing documents which says that we can use the preload and execute in production.
So they really do that.
If so
How does it increase the performance.
Thanks

Just for future reference, the command in the previous post is the absolute correct command. Every other command I have found either opens the "Open With" dialog for every instance, or only works for registered types. Using "rundll32.exe shell32.dll, ShellExec_RunDLL "+file_name pops up the open with dialog when necessary but will open the right application if possible.
-Dave

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