I got round this by installing the wp-supercache module at the recommendation of the Godaddy tech guys. It did work, but its a bit fiddly.
You are right, hosting on linux will solve it, but some people need windows hosting too (I also run asp.net apps)
The first problem I had was I couldnt even access my site to install the plugin, but eventually after a few refreshes it worked. Basically I did this:
* Download plugin from http://wordpress.org/extend/plugins/wp-super-cache/
* Extract the files and upload them to your wp-content folder
* go into your godaddy hosting account. Under content, go to file manager.
* Check the box next to wp-content and click permissions. Uncheck inherit and check Read and Write. Click ok (Yeah I know not good to make this writable, but its only temporary)
* Go back to your wordpress plugins page and enable the plugin.
* Next, go back into your file manager and go to wp-content/cache. Make this folder read and write too.
* Next, edit your wp-config.php file in your ftp editor and add
near the top of your file. I put it after the db collate define section.
* Now visit the settings page of the plugin and turn the status ON. You can only do this when wp-config is writable, which is why we did that. Save the page settings.
* Now go back into the file manager and make the wp-config directory inherit.
* Hit your site and you will see the pages start to get cached.
They should now get served faster and be able to take a Digging.
Hope that helps someone - Im with enlaceflorida though in that if you can, maybe linux hosting is more appropriate until Godaddy sort this.