You need to make sure that the headers are the first thing sent: (rough example below)
//userauth.php
<?
// perform user verification here
if($valid_user)
{
// note no browser output yet
Header("Location: enter.php") ;
exit;
}
else
{
// start browser output
?>
<body>
Incorrect login. Please <a href="login.php">try again</a>.
</body>
<? } ?>