After reading many articles and some questions on here, I finally succeded in activating the Apache mod_expires to tell the browser it MUST cache images
This question has a better answer here at webmasters stack-exchange site.
More information, which is also cited in the above link, is on httpwatch
According to the article:
There are a number of situations in which Internet Explorer needs to check whether a cached entry is valid:
The user has requested a page update by clicking the Refresh button or pressing F5
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