Lauri,
There are a few ways that I know (and probably others out there that I don't)
As for cookies, here is a good tutorial
http://www.zend.com/zend/tut/feedback.php
If you just want to carry the variables "to the next screen" (for a form, for example), you can just use hidden tags:
ex:
<input type = "hidden" name = "first_name" value = <?php print $first_name; ?>
There is a third way and that is with sessions. If you are running php 4, I know you can put all your variables into a session and then use them throughout the user visit.
I hope that gets you started.
sammy