Hi, Ben, and thanks again for your answer.
These are the complete headers in response. This is a magento website, but same happens for a joomla site too.
Maybe the "Expires" header make this object uncacheable?

---
HTTP/1.1 200 OK
Server: nginx
Date: Thu, 28 Jul 2011 06:15:29 GMT
Content-Type: image/png
Connection: keep-alive
Keep-Alive: timeout=60
Last-Modified: Sun, 08 Nov 2009 04:37:42 GMT
Etag: "72884-ed-477d4a3387180"
Accept-Ranges: bytes
Content-Length: 237
X-Powered-By: PleskLin
Expires: Fri, 29 Jul 2011 06:15:29 GMT
Cache-Control: max-age=86400
X-Cache-Status: MISS
---