Why doesn't Safari remember passwords on my ITouch?

I have this (remember passwords) set on my desktop version of Safari (Windows XP), but the ITouch websites keep making me re-enter password and other 'log in' information.

Very annoying....what am I doing wrong? I don't see any setting in Safari on the ITouch to make this happen...it just has "Search Engine", "Security", and Clear History/Cookies/Cache

Thanks,
Stan