How can I get Flash video players to stop requesting to store Data on my Computer?

[Semi-on topic]

Jzork_medium

via i.imgur.com

(Chrome on a mac)

This is really annoying and happens basically everytime I play a non-youtube video, I realize that double digit kb's is not a lot of data, but I feel as if I should be able to choose the data I want stored on my computer.

The problem with a lot of these sites is that I cannot do that; with the video above(I wanted to watch this guy on reddit's AI video, hence being on the website..) no matter how many times I click, the notification will not go away, this happens on multiple sites though interesting enough, never happens in incognito mode.

This just seems wrong, thoughts/advice?

(kudos to Hulu for being the only site I can recall making it easy to clear away this nuisance).