I use Password Safe to store my passwords:
http://passwordsafe.sourceforge.net/
I keep it on a flash memory drive, but you can happily run it from your computer. It stores all your website logins and any other passwords, and encrypts them with the Blowfish 448-bit algorithm. This makes it very safe, providing the password you use is strong enough. Basically you enter one password to get access to all your other passwords. Then you can have it automatically fill the username and password in for you on websites.
It also has a good random password generator.