Would you please elaborate on what type of website you have, what languages, features etc you use.
Usually sending headers is language specific. for PHP you you use the headers() function (http://www.php.net/manual/de/function.header.php)
You would add a header like this:
<?php
header("Expires: Sat, 26 Jul 1997 05:00:00 GMT"); // Date in the past
?>
dont forget: the header always has to be the first output sent to the browser, so it's wise to have it as the first line in a script, or if not possible, as the first line that outputs something.
additionally, you can upload a very small page without images, and dynamic code, check how fast it loads. Then add a dynamic page that doesnt do much, check how fast it loads. next take a dynamic page with a DB access, check how long it loads.
Like this you can limit the problem to certain fields (dynamic scripts slow is a hint for high cpu usage on your server, slow DB queries: DB server is really busy etc)
If none of this helps, the problem is with your application. Measure the total download size per pageload, and you can see if youre transferring huge amounts of data.
greetings, tom