Custom Role Provider and cacheRolesInCookie

I am calling GetRoles() method on each page in my web app and it always calls the GetRolesForUser method of my custom role provider.  Should it pull the role information from the cookie because I have cacheRolesInCookies set to true?  I'm fairly new to ASP.NET so I'm probably missing something?  I am using windows authentication because anyone in my organization should have access to the site and I just want to control access through the use of roles  (ie. if the user doesn't have any roles they would just see the public info.). 
The code below gives me the expected results, but it calls the GetRolesForUser method for each page instead of pulling from the cookie.  I am using the web server that comes packaged with Visual Studio and have not tried it though IIS.


Thanks,
Andrew


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WEB CONFIG
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<authentication mode="W ...