Remove query strings from static resources

I have enabled the ‘Remove query strings from static resources’ toggle in you plugin v.1.7′

When I do a test on pingdom.com…..It shows less problems, but still about 1/2 or more of what it showed before.
Here’s message from Pingdom:
“Resources with a “?” in the URL are not cached by some proxy caching servers. Remove the query string and encode the parameters into the URL for the following resources:”

Is there something else I should do?