This really is not an OS X issue...
To my knowledge there is no way to tell any mainstream OS to specifically Cache a particular file. That is done automatically by the OS. The OS detects the reading or writing to the file, and automatically stores the contents in a memory buffer for some period of time, especially if it detects frequent access to the file. (Yes, I'm simplifying, but the core concept is valid).
(Please note, I'm seperating the idea of placing the file on a RAM Drive from caching it, since it's not transparent to the user)
Now, I'm more concerned with the fact that your bookmarks file is 40 MB in size... Are you sure of this? Unless you have tens of thousands of booksmarks, I wouldn't expect you to be anywhere near 40 MB.
And if it, then I would suggest validity your bookmarks, and making sure that you don't have bad links in there... Here's one plugin for Firefox that does this...