Caldwell, New Jersey, is just 29 miles from White Plains, New York, but on a gusty day this short trip also provided amusement. Luckily Andy was flying and I was the "communicator." This airport is tucked in between Newark, Teterboro and Morristown airports (all in New Jersey), and the one runway long enough for us was 4/22. Unfortunately the winds were reported on the ATIS as 320 degrees at 12 gusting to 18. This favored Runway 04, but not by much. We requested a visual for 04 and were rewarded with the same. When I checked in with the tower, the controller advised the winds as 300 at 14 gusting 18, favoring 22. After we talked it over, Andy and I agreed we'd take any help with winds we could get, and I asked for Runway 22. This request prompted a return to approach control, and we were vectored around to the north for another shot at landing. The runway is less than 5,000 feet long. Andy put us down nicely and taxied in, only for us to see a Falcon landing the other way. The whole shebang took about 30 minutes but I have done less work on flights from Boston to Nassau that took three hours.