http://cutesoft.net/example/general.aspx loads immediately in IE6 on 3 Win2x computers running IE6 here in the offfice. So the problem is either a setting on your computer or the ISP host's caching model or somewhere else, but it's definitely nothing to do with CE.

 

Ask a friend operating in another state to test as well, ensuring first that friend doesn't use the same ISP host as you do. I think you will find the load times normal and reload times fully cached.