To add a header image directly ... How to Insert YouTube Thumbnail Images in WordPress How to Insert YouTube Thumbnail Images in WordPress. YouTube publishes code accompanying ...

If you are using the Picture Window template, your blog does not automatically display an image header, even if you upload one to the Header section. You must edit the blog HTML to add your own ...

Now if this was the HTML page itself, it would be pretty easy to send an HTTP header to clue in the browser (force expiry IIRC), but the browser will ask for the image in a separate connection ...