One of our customers hit upon this issue today and it is a tricky one! We initially tried a few things on TMG to stop it being cached but it turns out its an IE issue – we specifically found it troublesome with IE9. There are numerous people having this issue but the only solution we found and tested successfully is described below:
Press F12 to bring up the Developer view > click the Cache menu > and select Always refresh from server. This will refresh the tab each time you change page.
However, this setting will not carry over to other tabs or be retained when you close the browser