[рони]

steepfox,
добавьте preventDefault

var a = $(".sw-links"),
        indx = localStorage.getItem("indx");
    a.on("click", function(event) {
        event.preventDefault()
        indx = a.index(this);
        localStorage.setItem("indx", indx)
    });
    indx !== null && a.eq(indx).click();