Entity Framework Code First Lazy Loading

I am having two object classes

public class User
{
    public Guid Id { get; set; }
    public string Name { get; set; }

    // Navigation
    public ICollection<Product> Products { get; set; }
}

public class Product
{
    public Guid Id { get; set; }

    // Navigation
    public User User { get; set; }
    public Guid User_Id { get; set; }

    public string Name { get; set; }
}

When i load a user using dataContext, i get the list of Products being null (this is ok).

If i add "virtual" keyword to Products list,

public virtual ICollection<Product> Products { get; set; }

when i load the user, i get the Products list as well.

Why is this happening? I thought that "virtual" keyword is used for not loading the entities unless you explicit this (using an "Include" statement)

I think i got it all wrong