Syntax:
CACHE INDEX
  tbl_index_list [, tbl_index_list] ...
  IN key_cache_name

tbl_index_list:
  tbl_name [[INDEX|KEY] (index_name[, index_name] ...)]

The CACHE INDEX statement assigns table indexes to a specific key
cache. It is used only for MyISAM tables. After the indexes have been
assigned, they can be preloaded into the cache if desired with LOAD
INDEX INTO CACHE.

The following statement assigns indexes from the tables t1, t2, and t3
to the key cache named hot_cache:

mysql> CACHE INDEX t1, t2, t3 IN hot_cache;
+---------+--------------------+----------+----------+
| Table   | Op                 | Msg_type | Msg_text |
+---------+--------------------+----------+----------+
| test.t1 | assign_to_keycache | status   | OK       |
| test.t2 | assign_to_keycache | status   | OK       |
| test.t3 | assign_to_keycache | status   | OK       |
+---------+--------------------+----------+----------+

URL: http://dev.mysql.com/doc/refman/5.1/en/cache-index.html

