How could they keep track of your preferences and favorites if you don't sign up?
By using cookies. That is what cookies are for.
People complain about cookies a lot, but they are actually much more anonymous than being forced to sign up for something (particularly since cookies live on your computer, and sites only have access to them when you go to the site that the cookie is associated with.)
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Some sites also use "flash" cookies, which can store a lot more data, (and which cannot be removed through the "delete cookies" option on your browser).
Flash cookies are a back door that a lot of sites use to store data, and they are often used as a "shadow copy" of "real" cookies, to restore the cookies after you delete them. Tricky, eh?
BTW, You need to go the the Flash Settings Manager storage tab to remove Flash Cookies.
http://www.macromedia.com/support/docum ... ger07.html
Or, on your local PC, you can go to C:\Documents and Settings\[USER NAME]\Application Data\Macromedia\Flash Player\#SharedObjects\[Randomly named folder] and delete them.
You may want to do this periodically as well, because the Flash Settings Manager does not always remove everything.
You may also want to periodically clear the following folder, which is a kind of cache for various flash objects.
C:\Documents and Settings\[USER NAME]\Application Data\Macromedia\Flash Player\macromedia.com\support\flashplayer\sys