How do I set expiration on CSS, JS and Images?

i would like to add this solution for those searching for it....

its also works great...using .htaccess

https://webmasters.stackexchange.com/a/5275/37765

 <FilesMatch "(?i)^.*\.(ico|flv|jpg|jpeg|png|gif|js|css)$">
  ExpiresActive On
  ExpiresDefault A2592000
 </FilesMatch>

This is the one I use to fix the exact same thing when I ran the PageSpeed Addon:

<FilesMatch "\.(jpg|jpeg|png|gif|swf)$">
    Header set Cache-Control "max-age=604800, public"
</FilesMatch>

This goes into your .htaccess file.

Read up on this page for more information about how to set cache for additional file types and/or change the cache length:

http://www.askapache.com/htaccess/apache-speed-cache-control.html