At the top of each page put
session_start();
Whenever you need to set a variable use
$_SESSION['variablename'] = value
And then when you want it, just call it like a normal variable
print ($_SESSION['variablename']);
These variables by default will be passed page to page until the browser is closed. (They are still passed via the URL though, unless you force cookies - read the link I gave you for more info, I'm not very good at explaining 😉)
I'm afraid I've never used $HTTP_GET_VARS so I can't help you with that, sorry.
-Jamie