Caching and Proxy Servers

[John]

We have an asp.net application and it is set not to cache on server,
client and proxy server.

It works great and web pages are not cached when you are not going
through proxy server but if you are going through proxy server it
caches the page to your local machine and then some pages stop working
because of that cached page.

Any suggestions on what can be done so that in the proxy enviroment it
doesn't cache on the local machine.

Thanks.