database cache is not work with second database

[eluser]iKode[/eluser]
I've noticed if I am using 2 databases I can't get it to cache the queries. No cache files are created. If I use one database the caching works fine. But the moment I introduce another it seems that all the caching fails. Am I doing something wrong? How can I get the queries to cache regardless of what database I choose?

Thanks!