Caching ALL files via IE caching?

[Praeses]

I've set up an old xp box with routesentry and a simple proxy server (ccproxy). CCproxy uses internet explorer's caching technology. What I want to accomplish is to cache ALL files downloaded, meaning I want websites and potentially .exe, .rar files etc to be cached for easy access and to save bandwidth.
As far as I can tell, IE does not cache all files types, only stuff like images and javascripts from websites.
Is there a way to set it to cache everything?
Or do you know of a free windows xp proxy app which can do so on its own instead of using IE's caching? I don't want a too complicated program and it must have GUI