i'm having and noticing the same problem.
it's not just with directadmin, but also with the sites hosted.
i think it might be some common apache httpd setting.
i moved a site from one hosting provider not using da to one using da.
it seems images have to be reloaded or redownloaded every time you visit a page. this happens not on just the first visit, but i think on every visit.
i'm pretty sure it isn't my browser's cache settings.
this is one of the first things i noticed with direct admin during a direct admin demo.
here's how you might recreate or see this problem.
go to a website using da. preferably with a couple of images.
on the first visit the page should load and the images should load. on ie6 you should see blank spaces where the images are going to load.
then on the same site navigate to another page by clicking on some link.
then find the link to the previous page (like the home link) and click it. normally, or the way i want it to look, the page should load as if you hit the back button. there shouldn't be blank spaces where the images are going to load. i shouldn't notice the images reloading.
on da site i notice images being reloaded or re downloaded.
on other sites the images don't have to be redownloaded and it just appears.
one example is the directadmin.com forums.
by going to
http://www.directadmin.com/forum/ i can notice the little bullet icon images (it's not just for huge images) loading as if it is the first time i'm visiting the page.