Using ngen to improve performance?

I have tested using ngen myapp.exe to generate a native image of my application in the system cache, then measure the performance again, but I don't see much difference between using or not using the native image. Did anyone test this also and see the performance much improved? And I don't really know I'm doing the right thing to use the native image, My steps are: 1. in .Net command prompt, cd my application source folder, ngen myapp.exe 2. ngen /show and I can see my application in the system cache. 3. double click on myapp.exe to run it. (it suppose to use the native image in the system cache automatically) Please tell me whether I'm really using the native image or not. Thanks a lot for you help. :)