Sorry if this is the wrong place to put this, but it seemed to fit here best (because it did not fit anywhere else?)

I have a low boredom threshold, lemme say that straight out, so I regularly visit several places to dissapate aforementioned problem. Newgrounds, MiniClip and so on. Recently on MiniClip I was playing a game (Gutterball bowling game by all means check this out for yourself and see if it is mabye just me. ) And somehow (this is the question part) it is saving MY specific gaming data!
Let me just say that I surf as safely as I know how, personal research and constant reading herebouts have led me to be, I feel, fairly competent and up-to-date. I have no cookies of any kind enabled, surf with SurfGhost and Smart Popup Blocker, run AdAware and Spybot S&D (and have all the innoculations and so on within Spybot enabled). No ActiveX controls that anything has been able to detect were installed without my permission.

Is there something I am missing?
Anyone have any ideas on how this is being accomplished? It has me both paranoid and intrigued.