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The information retrieval systems on a wide area distributed network, such as the World-Wide Web (WWW), become popular among the extremely large number of users. The caching proxy has an important role in these systems for improving their accessibility and serviceability. The caching proxy mechanism is discussed in this paper. First, the role and structure of the caching proxy is explained, and two major problems of existing systems are pointed out. Our solution to overcome these problems is proposed next. Changing a file size by controlling a quality level of cached multimedia data is proposed as a measure to overcome one problem. As a solution to the other problem, making a cluster among neighboring caching proxies, using hyperlink information, is proposed. Finally, an improved caching proxy mechanism based upon these ideas is shown.