They are already being cached:
GET /gallery/data/thumbnails/21/betel-nut.jpg HTTP/1.1
Host: www.jeyjoo.com
User-Agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:8.0) Gecko/20100101 Firefox/8.0
Accept: image/png,image/*;q=0.8,*/*;q=0.5
Accept-Language: en-us,en;q=0.5
Accept-Encoding: gzip, deflate
Accept-Charset: ISO-8859-1,utf-8;q=0.7,*;q=0.7
DNT: 1
Connection: keep-alive
Referer: http://www.jeyjoo.com/gallery/
Cookie: 4images_lastvisit=1318173197; 4images_userid=-1; sessionid=23fqe6vpp33kt4bfg2gg8fhjv2
If-Modified-Since: Thu, 24 Nov 2011 09:22:08 GMT
If-None-Match: "6cc011c-ef8-920cb000"
Cache-Control: max-age=0
HTTP/1.1 304 Not Modified
Date: Thu, 08 Dec 2011 01:48:05 GMT
Server: Apache
Connection: Keep-Alive
Keep-Alive: timeout=3
Etag: "6cc011c-ef8-920cb000"