Did it just start behaving that way? Maybe a setting in IE was recently changed?
Since you seem to be using IE6, I would start by upgrading to IE8
if at all possible, and if it's still misbehaving, try this:
IE8: In the Tools menu, pick Internet Options. In the window that appears, there's a tab labeled "General", and under that, in a section called Browsing History, there's a "Settings" button. It should be set to "every time I visit the page."