There are a couple of ways in dealing with this.....the most obvious would be to always try and use "post" when passing info between pages.....the second most obvious would be to pass the info via cookies (which I hate).....I recently did something similar using what I call a "hidden frame".
Basically, my first "login page" is a html page which has 1 frameset like this:
<frameset rows="100%,*">
<frame src="login.php3">
<frame src="blankpage.html">
</frameset>
Then as you move through the site the php pages will be displayed within this frame that takes up 100% of the window.....but because it is in a frameset you will never be able to see the url changing.
However, if you are a hacker you can easily get around this (as they can get around most things)....they could fool with the cookies if they wanted to.
The only real safe solution is to use server side authentication which would either involve php4 or creating a session management system with php3/mysql or sim.
If your sites not going to be used by those who have the knowledge to "hack" then the hidden frame would work fine.
HTH
scott d~