Cache

Any HTML pages that contain PHP code shouldn't be cache? Is this statement true? If you tell the browser NOT to cache a page then does that mean all objects on that page are also not cached? GIF images for example? I only want the code not to cache (so the PHP code executes on the server every time the page is requested) but I would like the images to be cached because these don't change. Can caching be set on a per page basis or per object basis? Thanks James