Anytime I swap context away from and back
to DVD-A shows a progress bar and says
"Opening media files..."
I can hear HDD activity each time, so
something is being re-read. Also, with
large amount of media files in Media
Explorer, the time to do this is not
trivial.
If I understand your question correctly, same thing was happenning to me. By default, DVDA takes your media offline when it loses focus. So it has to reload it when you go back to it. Just go to Options > Preferences > General Tab, and uncheck "media goes offline on loss of focus". And it should stop.