Because of using slow connection these days, I would like to force WordPress's Admin section to be cached in browser (FF,IE) so that it it takes less time to load admin pages (because in fact, most of items never change.). Is there any way to do that?
your problem is not with the admin pages themself, they are simply not big enough to be hugely impacted by slow connection, but with JS and CSS files. You can set an expiry date for them which will signal to the browser it may cache them until that time.
To cache them for a week in your .htaccess file add (idea taken from askapache)
The max age parameter specifies the time in seconds after which the url have to be fetched again.
If this is not good enough, maybe because your browser cache is full with other files which you access more frequently, then you should install a caching proxy on your PC, configure it to always cache JS and CSS from your site, and configure the browser to use the proxy.