When we eat, we begin with the bitter side and move to the sweet side, reminding us that though our slavery was indeed bitter, our redemption is sweeter still...
Note: The step of Korech was developed to accommodate an argument among the sages. Hillel thought that the Matzah and Maror (and lamb) should be eaten together, whereas other sages thought they should be eaten separately. Therefore Jewish tradition opted to do both: first we eat them separately (the Motzi Matzah step followed by the Maror step), and then we do it again together - as the Korech step. Strictly speaking, the Korech step is not necessary, since it is of Rabbinic origin (mitzvah D'rabbanan), whereas the eating of unleavened bread and bitter herbs is a Scriptural commandment (mitzvah D'oraita).
This concludes the first part of the Seder. We now will eat dinner (shulchan orech) and continue the Seder after the meal is completed.