Try a 'clear cache ' and reboot the cache engine. This should work. If the problem still persists, you would have to check if there are specific issues with the version you are running. It could also be so because the CE has problems to go to the internet and retrieve content on behalf of the users.Maybe there is a problem with DNS resolution or ACL.
You could also check your browser options. If you are using IE, to check yourconnection settings, click the Tools menu, and then click Internet Options. On the Connections tab,click Settings. Check the LAN settings to nsure that the browser is configured to use the Cache engine.( This is in case transparent caching is not working).
On the Cache engine, make sure you have the following lines:
http l4-switch enable
no bypass load enable
For CE version 2.20 and above, the following two lines are sufficient to enable transparent caching.
If the Layer 4 switch supports WCCP, you can configure the Cache Engine for transparent caching using WCCP.
http://www.cisco.com/warp/public/117/cache_engine/transparentconfig.html