I'm sure you realize that the whole point of a thin client is that, well, the client-side is minimized. Generally, the thin-clieint of choice is a web-browser, which tends to be on almost every desktop machine already.
If you are using a browser, or its java engine, you don't have permission to write files onto the client computer (excepting cookies). Only active X controls allow you to violate this security provision.
Why storing config information on the client-side is a "bad thing".
- The user can't see his|her preferences on another machine (at work, at home, one the road, etc).
- Client-side info is vunerable to hacking, accidental distruction/reformating, etc.
- If you try to stuff lots of info into a cookie, you'll
soon learn that there are size limits, and you'll discover that cookies get clobbered...
So even if you could, you shouldn't.
The most commonly seen architecture in thin-client internet applications is a user login, producing an encrypted identifying token stored in a temporary cookie. If information is not considered sensitive then sometimes a persistant cookie can be used (perlmonks.org for example).
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