How do I save progress on local Flash games? [duplicate]
Make sure you allow flash to save data to your hard drive.
Right click the flash game and select Setting (or Global settings). Under the "Storage" tab, make sure "Allow sites to save information on this computer" is checked.
Adobe also has a page you can use to set flash settings: http://www.macromedia.com/support/documentation/en/flashplayer/help/settings_manager03.html
Have you got IE set to "Delete browsing history on exit" and, in the Delete options, got the "Cookies" option selected?
This will delete the game saves if they are stored in cookies.