Why can I only ping from one direction at first?

My situation is as following:

Linux PC 
192.168.0.0                  
(running dhcp)               

Windows PC
192.168.0.200
got the ip from dhcp

After booting at first:

Ping from Windows PC to Linux -> not working

Then Ping from Linux PC to Windows PC -> working

now if I Ping from Windows PC to Linux -> working. ?!

why? how could this happen?