.NET applications connect with the option disabled by default, but it's enabled by default in Management Studio. The result is that the server actually caches 2 separate execution plans for most/all procedures. This affects how the server performs numerical calculations and as such you can get wildly different results depending on the procedure. This is really only one of 2 common ways a proc can get fed a terrible execution plan, the other being parameter sniffing.
Take a look at http://sqladvice.com/blogs/gstark/archive/2008/02/12/Arithabort-Option-Effects-Stored-Procedure-Performance.aspxhttps://web.archive.org/web/20150315031719/http://sqladvice.com/blogs/gstark/archive/2008/02/12/Arithabort-Option-Effects-Stored-Procedure-Performance.aspx for a little more discussion on it.