This will add a cookie with your username if checked.
What are cookies?
Cookies are small text files that Web sites place in your computer to help your browsers remember specific information. For example, they might store your user IDs. They are also used to store your preferences for content or personalized pages. Most shopping carts use cookies. These allow you to choose items and leave the virtual store, then return later and find that all the items are still in your shopping cart.

I will just store your username on the cookie so that you won't have to type it in next time you come here. If you have disabled cookies, then you won't have to worry about anything.