When you click UK in the upper left corner of the page, Fuelly sets a cookie on your machine that never expires. That cookie tells Fuelly which units you prefer.
Since it's not sticking for you, I'm guessing that the cookie isn't being set. The first thing to try is using another browser. That way you can at least narrow things down to a problem with one. If you try another browser and still can't get the preference to stay, start looking at the network level. For example, do you have any anti-virus, firewall, or security software that might block certain cookies from being set? Try disabling it, choosing UK, and see if it works.
If you can narrow things down to one particular browser, you might start looking at browser extensions. Some extensions such as Greasemonkey and NoScript can interfere with cookies being set. So you might disable those and try again.
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