Applies to: Exchange 2000/2003
This may seem like a basic thing to some people, but for those who don't know, here goes. This can be easily done by running Exmon, available here.
So download Exmon and fire it up on your Exchange Server.
Go to the By Clientmon tab, and in there you'll see a column named "Cached Mode Sessions". If you have something other than 0 in that field, then your user is connecting over Cached mode.
Hope that helps, I've had the question a few times before.