You will need to change the startMode for the application pool your website is running on from onDemand to AlwaysRunning. By default IIS sets all application pools to onDemand.
- In IIS Manager, click computer name in the Connection pane.
- Switch to Features View if the view is not active.
- Double-click Configuration Editor in the Management section of the Features View.
- Click the down-arrow for the Section field, expand system.applicationhost, and then click application pools.
- Click (Collection) and then click ellipses (…) next to the field that shows the count.
- In the Collection Editor, select the application pool for which you want to configure the startMode attribute.
- In the Properties window at the bottom, set the value of startMode attribute to AlwaysRunning.
Source: http://msdn.microsoft.com/en-us/library/ee677285%28v=azure.10%29.aspx
In IIS 8 and above, the start mode setting is now directly available from the Application Pool’s Advanced Settings.