IE will cache URLs in order to make laodingloading faster, but if you're, say, polling a server at intervals trying to get new information, IE will cache that URL and will likely return the same data set you've always had.
Regardless of how you end up doing your GET request - vanilla JavaScript, Prototype, jQuery, etc - make sure that you put a mechanism in place to combat caching. In order to combat that, append a unique token to the end of the URL you're going to be hitting. This can be done by:
var sURL = '/your/url.html?' + (new Date()).getTime();
This will append a unique timestamp to the end of the URL and will prevent any caching from happening.