as far as the caching is concerned. i was having trouble with IE downloading the over images every time i rolled over a link and NS wasn't. i thought that it was a compatibility issue but it looks like it was an IE cache setting. i had it set so that it checks for a new version of a page every time but set it not to so IE doesn't try to download the over image every time.
Not sure about the cache settings you're after but as I'm using ZoneAlarm I can tell you that re-rolling over the links didn't cause any repeated downloading.