Since the release of PHP 4.2.x variables are not longer considered global. That is they are not automatically made available on the following pages.
To overcome this, you need to address where the variable came from e.g.
page1.php
<form method="post">
<input type="text" name="test">
<input type="submit">
</form>
page2.php
$value_entered = $_POST['test'];
print "$value_entered";
The alternative to this is to turn register_globals on in your php.ini file. This file is located in %systemroot% on windows machines (i.e. c:\winnt or c:\windows). On *nix machines, assuming that you kept all defaults during compilation, the file is located in /usr/local/lib/.
There is substantial discussion of this on the php site in the manual and other posts on this board. I suggest that you do searches on this board or on google in the future since you are just beginning. Many of the questions that you will have, have already been asked and answered.
I only say this because many people, on this board and others, will only refer you to the documentation or tell you to do a search on the forums and sometimes they come across as rude. They are not trying to be, it is just that it can get tiring answering the same questions for every body that is just learning the language.