Remove the conditional declaration of your shared object and declare as usual, ie:
private var savedStuff:SharedObject;
Then, in your constructor:
try {
savedStuff = SharedObject.getLocal("savedData");
} catch (error) {
cookiesActive = false;
};
Then check cookiesActive==true to save data to the SharedObject, eg:
if (cookiesActive) {
savedStuff.data.levelsFinished = 1;
}