Setting up a user profile simply sets some cookies in your browser so that your name and email address come up automatically when you post comments. Cookies are also used to notify you which questions are new to you. Nothing about you (other than your comments) is stored on the web server, so if you change browsers, or loose your cookie file, the settings will dissapear.

I know a lot of people don't like cookies, and that is just fine. This feature is provided for those who want it as a convenience. If you don't like cookies, don't fill out the form, and they won't be sent to you.