Well, you can send it through the URL...
http://www.domain.com/dir/script.php3?variable=value
You get the value with $_GET["variable"] and you send it by writing it in every link...
echo "<A HREF=\"script.php3?variable=$variable\">Blablabla</A>";
I wrote $variable because, personnally, I would write $variable = $_GET["variable"] at the beginning of the script. But take care, if it is not present in the URL, you'll get an error if you try to access it. To avoid that, you can do something like :
$variable = (isset($GET["variable"])) ? $GET["variable"] : "";
Of course, change "variable" to your variable name. If you have more than one variable, you simply transmit them this way :
echo "<A HREF=\"script.php3?variable1=$variable1&variable2=$variable2\">Blablabla</A>";
Does it help ?