In reply to girlymonkey:
It is the browser that remembers it.
This means that I can log into the same website with different passwords by using a different browser, e.g. IE and Firefox.
The reason some sites remember it and not others is usually security based - fields can be defined so they don't remember data that was typed into them, forcing you to re-type your password every time.
It could just be a crap site developer, in this case!
Post edited at 15:50