It's in your browser, not the site. I used to have that problem all the time with IE4 but less so with IE5. I have the option to reload every time checked but sometimes it seems to want to revert to the cached page. Hitting Refresh (or Reload in Netscape) does the trick.
I think designers of web pages can force a reload at every visit but that doesn't always work with caching going on in the browser either.