SAP CRM is a web based application.Static components of web pages are stored locally automatically using web caching. Web caching is part of the HTTP protocol http://en.wikipedia.org/wiki/Web_cache.
Caching of components influences the performance of the webclient. Particularly caching of frequently viewed components such as the skins is of great influence.
There are several tools available to test the performance of a webpage like httpwatch and ieinspector. These tools tell you which components on the site are loaded from the cache and which are coming from the server.If lots of info is coming from the server, you might have to check the cache expiration settings.
Every component of a web page can have its own expiration period in client cache. The expiration period in SAP is set in transaction SE80, under the option MIME Repository.
The skins that are available in SAP CRM are stored in the folder SAP/BC/BSP/SAP/thtmlb_styles/sap_skins. If any of the skins has a expiration period of 0, this means that every refresh of the screen will involve a full refresh from the server.
Of course if you have created your own company-specific skin in SAP CRM, you will have to have your settings correct. Especially if you have chosen to have a logo image somewhere in the screen which is not very well compressed.