Issue with Internet Explorer Caching

Okay here is the issue, I recently signed for hosting at
jv-hosting.net.  This service allows me to host a primary
domain in the root directory and sub domains in sub
directories of the root.  I have a my primary domain
(www.redblockinc.com) hosted here and when I request a
page from this domain, the page and its images are stored
in the Temporary Internet Files directory. Therefore, any
subsequent requests to the page load more quickly since
the browser simply loads the page and its images from the
cache. However, when I request a page from a sub domain
(tia.redblockinc.com), the page is saved but its images
are not saved in the Temporary Internet Files directory.
Subsequent requests to these pages require that all the
images of the page have to be reloaded.  This makes
browsing very cumbersome not to mention the extra traffic
hitting the server.

Can you please let me know why the browser would save
pages and images from my primary domain but not save
pages from my sub domains?  Is there some option that I
need to change? Please let me know if you have any
information.

Thanks in advance.

Chris Guillory
Redblock, Inc.