Question about D5100

Hi all..
I recently bought a Nikon D5100, and I have a question...
When I'm in P-mode...I manually open the in-built flash, but when I
focus on a subject and press the shutter....there is a long delay, before the
camera actually takes the picture, and the moment is gone
My settings are: AF-A....Singlepoint-AF....matrix.
Am I doing something wrong here??
My old camera, the Nikon D40X didnt had this delay...