A bit more information would be nice.
What browser are you using?** Did you already once say "Never" when asked to remember the password, or is the feature disabled all together? Does it work on other sites?
** Safari? (See in Safari preferences -> AutoFill -> Edit Username and passwords or Keychain Access.app -> All iTems (Kind: Internet password))
** Firefox? (Doesn't use Keychain Access, look in FF preferences -> Security -> Passwords).