Howtoforge posted a tutorial about making browsers cache static files with mod_expire on Lighttpd and Debian Squeeze

This tutorial explains how you can configure Lighttpd to set the Expires HTTP header and the max-age directive of the Cache-Control HTTP header of static files (such as images, CSS and Javascript files) to a date in the future so that these files will be cached by your visitors' browsers. This saves bandwidth and makes your web site appear faster (if a user visits your site for a second time, static files will be fetched from the browser cache). This tutorial was written for Debian Squeeze.

  Make Browsers Cache Static Files With mod_expire On Lighttpd (Debian Squeeze)