On Linux systems exist such great programs like 'xpdf' or 'xdvi' which allow the user to view changes in a compiled pdf file instantly (or by pressing the 'r' key). On windows this is not possible with the acrobat reader (despite that, a great tool however) because first it blocks the pdf file for futher modifcation (annoying) and when the user re-opens the pdf file, it goes straight to the beginning (even more annoying).
The solution is quite simple: Install the Sumatra pdf reader. It can be found here. The reloading is done by pressing thekey on your keyboard. I know there exists something like the yap reader (provided in the MikTeX package) for dvi files, but I found it too slow. The Sumatra reader is quite fast and often detects changes in the pdf file by itself.