If you want to cache images in the client browser then you probably need to be using Javascript/CSS. Normally, you'd load all images to the client with the CSS style "visibility: hidden", then use Javascript (via timer, button, etc) to change the visibility property dynamically. This allows you to use the same container for all your images but only display one at a time.
Or you could use Flash - there are several free slideshow converters out there with varying features. However, if you don't own Flash Pro you are going to have limited control over the output.