There is a contributed module to exclude drupal cache for particular pages in your drupal site. you can find the module in http://drupal.org/project/cacheexclude .
for excluding drupal cache for a particular module write the below mentioned code in ur modulename_init() hook
function your_module_name_init() {
// removing the cache for ur module
if (drupal_match_path($_GET['q'],'url_of_your_module/*')) {
$GLOBALS['conf']['cache'] = FALSE;
}
}

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