Im not quite sure what you mean but this is what I would do instead of using sessions.
On your first page you have a form lets say the only field is username.
<form action="page2.php" method="post">
<input name="username" type="text">
</form>
On your second page create a variable and set it equal to the username value with whatever php code you may have. This is somewhat unecessary but it keeps your information in a new variable.
$username=$_POST['username'];
Then create a hidden field containing that value in your html. You can also substitute the variable $username instead of using the post method.
<form name="hiddenform">
<input name="username" value=" <?php echo $_POST['username']; ?>">
</form>
In the hidden field set the value equal to the variable. Put that on the second third, and fourth pages if necessary. You can keep this consistent on each page, but one caution is altered data. There are other ways. Ways much more advanced than I am. This is what I have used in the past. I hope this helps in regards to not using sessions. : ]