Well I think its the nature of the Webstart Sandbox to actually prevent any developer beeing able to directly write to the disk.
However I think there is some temp-directory with limited size. I think you can configure that even in the Java Webstart configuration.
But in general you should not rely on that, sometimes there is just only little space configured for that temp directory and you would need additional checks to find out if the space available is big enough to store your settings. .... For user related data storing it on a central server would be the recommended way to do I think.