You would think this would be simple - use HTML tags that tell browsers not to cache the data, or mark URL's in NWADMN32, BorderManager Setup, HTTP Proxy, Caching, Cachable Object Control as non-cachable. However, there is a bug that can cause these settings to be ignored - read-ahead.
If you do not want to have all pages cached, and this includes reverse proxy acceleration, do not enable Read-Ahead. (That setting is disabled by default). Look in NWADMN32, BorderManager Setup, HTTP Proxy, Caching, Cache Control.
Without Read-Ahead enabled, the HTTP header will be honored, and caching should then work as expected.