There are a couple of ways of doing this.
The first is to use sessions. They are standard in PHP4, but were a "bolt on" via phplib for php3. Read the section on session variables in the php docs for more, but they're fairly easy to program for.
The next is to use either a database or text file to hold the data. Either store all your vars in the file or the database, and use a form or a get url (i.e. http://server.domain.com?id=0010) to pass the id of the row or text file you saved the data in.
You can stuff it all into your form, as extra hidden variables via the <input type=hidden...> form element.
Lastly, you can build a giant get URL with all the data on it, and make sure any reference link that brings up the next page has all that data in it. i.e.:
server.domain.com?var1=some+value&var2=some+other+value&var3=yet+another+value&varn=the+last+value
Note that many older web browsers have a 4096 byte limit on their get url length, which can get in the way if you're doing too much.