it doesnt metter what software is used on the server, it metter what software is used on the client's computer and how its setup.
Opera browsers are caching everything by default, and actualy that makes it even more pain in the @$$ to use, but because of that they are considered being the fasters browsers out there.
FF also caching, but I dont have enough info on them. IE browsers also caching, but what makes it different from the rest is that it obbeys servers requests not to cache!. So, if your server is sending such request to the client, IE will download files, show them and then delete them from the cache.
Some servers setup to send such request by default, no metter what script is being used on it.
If you want, you can pm me with a link to your gallery, I can check if its the case.