Well, you can use the $_SESSION array and store data there. After every page posts, you could do:
$SESSION['page1'] = $POST;
Or, if you wanted to make it a little dynamic, you could send the name of the form via a hidden field and do:
$_SESSION[$_POST['page']] = $_POST;
Then all the post data is available in the session under their respective names.
Then again, you could simply use AJAX or some nifty javascript to simulate 6 pages when in fact it's just one huge form that's chunked and 5 parts are hidden while only one is visible. Then you're submitting only one form and you don't have to meddle with sessions (or cookies).