Read about that here –
I just began using a caching plugin after I switched webhosting from Host Gator to Synergy hosting. They recommended (and even install and configure for you) W3 Total Cache – you can read more about that one there.
The two caching plugins below are the top 2 WordPress caching plugins:
In any event, no matter which one you're using, make sure it's the latest version. Both plugins have been very recently updated to thwart the security issue.
If you haven't installed either of these plugins, go ahead and do it now. WP Super Cache is easier to set up but not as robust; Total Cache is more difficult to configure but it's worth it if you can find somebody who knows how to set it up.
You may be surprised at how your page load speed increases. It could be quite dramatic. But go get those updates right away!