<?
    session_start();
    $_SESSION['forward'] = "This session data will not be lost!";

    session_write_close();
    header('Location: nextpage.php');
?>

http://uk.php.net/session_start

The problem is some times the redirect may kick you off to the next page before all the session variables have been saved. The true solution to lost session vars on redirect is to simply call session_write_close(); before setting the redirect header. This will insure that php finishes writing the session info before page redirect gets underway.

Save session value - then header redirect

php, header, redirect

PHP