Using the Shared Object

I recently downloaded the tutorial for the sharedObject from Kirupa. I understand how it is written and the basic concept. But what I don’t understand is where the file is placed and how you can access it. I want to create a sort of login page where when you first come to the site you type in your name. This way I can keep track of the people that have enter the site. And get an acurate number on how many people have visted the site. Is there anyone that can tell me how I can access the information that is written?