It’s a cache problem. See if the cache directory is writable (it should be 755), try to empty it and try again.
Another cause might be the combination of CURL extension and enabled open_basedir. Check with your host.
Another solution might be to try the “Permalink Fix & Disable Canonical Redirects Pack” plugin – http://wordpress.org/extend/plugins/permalink-fix-disable-canonical-redirects-pack/