I doubt you have local server problem.
Any way try the following code and see wether its work or not. If it does not work
You can be sure you have server problem
Page1
<?php
echo"<form action =\"page2.php\" method=post>"
."Type your name:<input type=\"text\" name=\"name\">"
."<input type=\"submit\" value=\"submit\">"
."</form>";
?>
Page 2
<?
session_start();
$_SESSION["name"]=$_POST["name"];
echo"Hello, Your name is :$_SESSION[name]. If this is not your name <a href=javascript:history.go(-1)>go back</a> and type your name.";
echo"Go to <a href=\"page3.php\">page 3</a>";
?>
Page3
<?
session_start();
if(isset($_SESSION["name"])){
echo"I still remember your name :$_SESSION[name]. Go to <a href=\"page1.php\">page 1</a>";
}else {
echo"Oops, session problem..I forgot your name. Please retype <a href=\"page1.php\">here .</a>";
}
?>
Wny not post he actual code so we can see where the problem is ..