I'd like to know that too! lol That is the process which is like so when they go to another page the image is already loaded and you save on bandwidth!
If you want to force the users browser to cache pages and images, you can't. Or at least you shouldn't be able to do so. It's up to the user whither to turn cache on or off, how long or how much stuff to store and when the cache gets emptied.
Some ISPs may also cache frequently reqested files. However, as with users, how the run their cache is up to them.
If you are using scripts on your server to create pages or graphics then it may be a good idea to set your server/script to cache those files to save creating fresh copies for each and every user. But how to do that would depend on your server setup and the scripts you are using.