It should work, but it'll be better to read section 13.1.3 Cache-control Mechanisms of RFC 2616 available at http://rfc.net/rfc2616.html before you start with confusing proxies on the way from you and the client.
Reading it is the best way to learn how proxies work, what should you do to modify cache-related headers of your documents and what you should never do again. :-)
And of course not reading RFCs is the best way to never learn how internet works and the best way to behave like Microsoft corp.
Have a nice day!
Jirka Pech