I just updated the FAQ with the following:
Can I transfer saved HM3 characters from one computer to another?
HeroMachine 3 saves your character as a “shared object library file” (.sol for you Windows users), which are like browser cookies, only not: They are not stored in the shared internet data files and will not be deleted if you erase all your cookies. You can only remove them by right-clicking on the movie, going to Flash Settings, and removing them there.In Windows, you can find the .sol files in your Windows installation at %AppData%MacromediaFlash Player#SharedObjects\www.heromachine.comhm3 You can copy those and move them to another computer in the same directory where they will be accessible via the HeroMachine 3 “load” function.
On a Mac they are in HD / User / / Library / Preferences / Macromedia / Flash Player / #SharedObjects / / http://www.heromachine.com / hm3 / heromachine3.swf / hmcharacters.sol where again they can be copied and pasted to other computers in the same directory.
Hope having the answer published and always available will help.