Websites "geolocate" you with a variety of data, but one of the most important factors is your IP address, which your service provider can associate with a particular region.

These threads have links to see what location information different services associate with your IP address:

• Google limits my searches to the city/state I live in despite privacy settings?????
• My desktop insists that I live in Eugene-I do not! How do I correct that?

How is your location detected?

• http://www.yougetsignal.com/tools/network-location/
• http://whatismyipaddress.com/

Try to remove the cookies from this website:

• Firefox/Tools > Options > Privacy > Cookies: "Show Cookies"

Such details are stored in a cookie, so make sure that you keep such a cookie if you change the location manually.