I did this recently to help a friend who plays, and thought it might be of benefit to others. If you have trouble with getting disconnected on your first login attempt or long load screens, it may be due to your anti-virus software. Most anti-virus software scans every file as it is opened and tries to determine if it is malicious or not. This prevents the opening program from doing anything until the anti-virus finishes scanning that file - greatly increases disk access times. This is called "Resident Shield" in AVG, for example.
While you could disable your anti-virus to improve performance - that would be a bad idea. Instead, anti-virus software generally lets you specify exceptions to this. Again, using AVG 2013 as an example, if you open the user interface, then select computer, then select settings, on the left hand side you'll see a list of categories. Pick "Exceptions" in that list. Then pick an Exception Type of "Folder", and browse to or enter your DDO install directory. Make sure the "Resident Shield" option is checked, but you can uncheck the scan option. Then apply / ok your changes.
This will tell it to still perform your periodic virus scan on the DDO files, but it won't scan them every time they are accessed. This can greatly improve your game's performance. My friend no longer has trouble with failing to connect to the world on their first login, for example.
Or, as others have suggested in other threads, you can buy an SSD (or do both, of course).
As a final warning, however, this does slightly reduce your protection against malware. In my opinion, the risk is quite small - as your periodic scan will still check the files, and it would have to be malware that targets DDO players. Nevertheless, you should be aware that it in certain circumstances it may have security implications.
As pointed out below, if you use the in-game browser to visit things aside from the DDO store and help tickets, then you shouldn't do this.