Well, it could be lots of things. You should post the code of how you have tried to use the sessions.
When you say replace the $POST['Username'] with $SESSION['Username'] how did you do it exactly? You have to assign the $_SESSION array values before you can retrieve them on another page. So, show us the exact code you're using.
What version of PHP are you using? What platform? What server and version?
Show us you session related settings from your php.ini file.
More info please!