disable cache for a site

It seems the internet explorer stores a cache copy somewhere when a shortcut
for a file on an external ftp server is used to download a file.
Sometimes, deleting the last download file help. sometime not

Sometimes, one would have to open the ftp site, navigate to the directory ,
double-click the desired file to download.


Otherwise it will simply come back and ask to run, save and use the cache
copy.


How would one fix that?