Well, there really isn't much good news for you here. IE9 disables the localStorage system for local files so it won't be of any use to you in IE9. Cookies unfortunately do not work at all on local files as they require http (via a server supporting http).
There just isn't any way to store data from local web pages without some sort of third party system or server. I'm not sure what kind of page you have or what it is used for but you can always install PHP and gain filesystem access for storing data or even take it a step further and also install MySQL. But as far as pure HTML and Javascript go, you can't really store data from local webpages if you want it to work across multiple browsers.
"Given billions of tries, could a spilled bottle of ink ever fall into the words of Shakespeare?"
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