Just a quick note - as I keep forgeting this.
With its standard setting Internet Explorer will fetch the same URL from its cache if called a second time within the same browser session. That is if the URL had no special Headers set.
To prevent IE and other browsers from caching a URL simply add this to your Coldfusion files:
<cfheader name="cache-control" value="no-cache, no-store, must-revalidate">
<cfheader name="expires" value="-1">
<cfheader name="pragma" value="no-cache">