I have a different interpretation of this "warning". It really shouldn't be a 'Warning" at all...just a notice, maybe not even that.
It has no direct relation to sessions -- it's easily generated without using sessions at all.
The browser is simply acknowledging that the page you are trying to back into was generated as the result of SUBMITTING information via POST variables on a form.
Unlike GET variables, which are included in the URL, POST variables must be resubmitted if you want to view the page.
If your reread the warning, you'll see that that's all it's saying. IE is making a big deal over nothing.
You can get rid of this warning by using GET variables only (or as planetsim suggests, jamming a lot of info into a cookie).
Also, you could try using this code <a href=javascript: history.go(-1)>Previous Page</a> which for some reason seems to go back without the dreaded Warning.