Any way to cache WAV files in IE?

Question

I'm seeing an issue with our web application. We have a few wave files which we can play (like ding.wav) and we have attempted to pre-load wave files but using Fiddler we're seeing that the WAV files are never cached like (js and css and image files). We always see an HTTP 200 instead of an HTTP 304.

Any ideas on how to tell IE that it should cache wav files?

We're inserting a div:

<EMBED SRC='ding.wav' AUTOSTART='FALSE' HIDDEN='TRUE'>