It’s very frustrating that IE will never prompt you again for saving details to a website once you have said ‘No’ in this prompt (in IE 9 it’s a bar along the bottom on the window!)
The easiest, but most destruction method of fixing this is to wipe all you form data using the options in IE.
However, I have found two good blogs that explain why and how to fix it without loosing all your other login details etc..
Firstly , a manual registry fix is explained here at watchingthenet.com. Using the registry editor you can do a three stage process to fix just the one website you have the problem with.
Secondly, there is this one by Eric Law that explains why it’s a bit tricky to resolve due to the secure storing of the form data and settings. Most importantly is that he has very kindly made a little utility that help you fix it for just one website at a time.
You need to put in the actual page address, not the domain. Best to go to the offending login page that is refusing to remember and copy the address directly.