This is quite an interesting tip, picked up from Practical Internet magazine.
Apparently, if you have broadband, and set your cache disk space to it's lowest setting (1Mb), this actually results in pages loading faster, as it's quicker to download pages from the site, using BB, than it is for your PC to search for the page components on your hard drive.
I've tried this, with Mozilla, and it seems to have an effect. I'll try with IE later as well.